+34.8%
RBRK vs WETO
-99.4%
+134.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -2.6% |
| 7D | -7.5% | -4.3% | -3.2% | -7.5% |
| 30D | -10.4% | -39.9% | +29.5% | -9.6% |
| 3M | +21.3% | -97.9% | +119.2% | +22.4% |
| 6M | +50.6% | -95.0% | +145.7% | +50.8% |
| YTD | +13.3% | -97.2% | +110.5% | +14.3% |
| 1Y | +11.2% | -98.9% | +110.2% | +13.3% |
| All | +34.8% | -99.4% | +134.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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