-27.0%
RKT vs WAB
+362.0%
-389.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -7.2% | -0.2% | -7.0% | -7.1% |
| 30D | -7.9% | -5.9% | -2.0% | -4.9% |
| 3M | +5.2% | +9.4% | -4.2% | -0.3% |
| 6M | -14.9% | +13.8% | -28.7% | -20.7% |
| YTD | -31.9% | +31.8% | -63.6% | -41.0% |
| 1Y | -36.9% | +48.5% | -85.4% | -48.6% |
| 3Y | +35.7% | +167.0% | -131.2% | -19.1% |
| 5Y | -9.7% | +222.3% | -232.0% | -50.3% |
| All | -27.0% | +362.0% | -389.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling