+11.2%
RBRK vs WWD
+41.6%
-30.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | -7.5% | -2.6% | -4.9% | -7.3% |
| 30D | -10.4% | -6.9% | -3.5% | -10.1% |
| 3M | +21.3% | -13.0% | +34.3% | +21.8% |
| 6M | +50.6% | -12.5% | +63.1% | +51.1% |
| YTD | +13.3% | +11.8% | +1.4% | +9.2% |
| 1Y | +11.2% | +41.1% | -29.8% | +0.7% |
| All | +11.2% | +41.6% | -30.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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