+59.4%
RBLX vs WSM
+230.1%
-170.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +28.0% | -7.7% | +35.7% | +29.8% |
| 3M | +4.6% | +3.8% | +0.9% | +4.0% |
| 6M | -24.7% | +22.7% | -47.3% | -27.3% |
| YTD | -43.8% | +28.0% | -71.9% | -46.0% |
| 1Y | -65.8% | +12.7% | -78.5% | -66.6% |
| 3Y | +59.4% | +231.3% | -171.9% | +28.2% |
| All | +59.4% | +230.1% | -170.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling