+46.2%
RBRK vs WSM
+35.8%
+10.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.2% | -6.9% | -10.1% |
| 7D | -20.9% | -0.5% | -20.4% | -20.6% |
| 30D | -15.9% | +7.1% | -23.0% | -17.2% |
| 3M | +24.7% | +4.5% | +20.2% | +23.2% |
| 6M | +85.1% | +44.4% | +40.7% | +70.2% |
| YTD | +38.3% | +46.8% | -8.5% | +27.0% |
| 1Y | +46.2% | +31.7% | +14.4% | +35.2% |
| All | +46.2% | +35.8% | +10.4% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling