+134.2%
RBRK vs WWD
+130.9%
+3.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | -7.5% | -2.6% | -4.9% | -6.9% |
| 30D | -10.4% | -6.9% | -3.5% | -8.8% |
| 3M | +21.3% | -13.0% | +34.3% | +25.0% |
| 6M | +50.6% | -12.5% | +63.1% | +53.9% |
| YTD | +13.3% | +11.8% | +1.4% | +4.8% |
| 1Y | +11.2% | +41.1% | -29.8% | -7.7% |
| All | +134.2% | +130.9% | +3.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling