-34.5%
RBLX vs WY
-20.8%
-13.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +5.1% | -4.2% | +9.2% | +6.9% |
| 30D | +28.0% | -10.1% | +38.1% | +33.9% |
| 3M | +4.6% | -8.5% | +13.1% | +6.8% |
| 6M | -24.7% | -3.3% | -21.3% | -25.6% |
| YTD | -43.8% | -4.4% | -39.5% | -44.8% |
| 1Y | -65.8% | -11.5% | -54.3% | -65.0% |
| 3Y | +59.4% | -24.3% | +83.7% | +70.9% |
| 5Y | -48.2% | -21.3% | -26.9% | -39.7% |
| All | -34.5% | -20.8% | -13.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling