-34.5%
RBLX vs WTW
+49.2%
-83.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.1% | -5.7% | +10.8% | +8.0% |
| 30D | +28.0% | -7.3% | +35.3% | +32.4% |
| 3M | +4.6% | +21.5% | -16.8% | -6.6% |
| 6M | -24.7% | +9.6% | -34.3% | -29.5% |
| YTD | -43.8% | -3.3% | -40.6% | -44.5% |
| 1Y | -65.8% | -6.1% | -59.6% | -65.6% |
| 3Y | +59.4% | +61.8% | -2.5% | +2.4% |
| 5Y | -48.2% | +42.7% | -90.9% | -64.4% |
| All | -34.5% | +49.2% | -83.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling