+63.9%
RBRK vs WCC
+24.5%
+39.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.9% | +12.1% | +3.2% |
| 7D | -12.5% | -8.8% | -3.7% | -11.6% |
| 30D | -3.0% | -16.0% | +13.0% | -1.4% |
| 3M | +46.9% | -15.2% | +62.1% | +48.9% |
| 6M | +105.4% | -8.4% | +113.8% | +106.0% |
| YTD | +55.6% | +30.1% | +25.5% | +37.9% |
| 1Y | +63.9% | +26.4% | +37.5% | +49.9% |
| All | +63.9% | +24.5% | +39.4% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling