-25.7%
RKT vs WAB
+362.3%
-388.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -2.4% | -4.6% | +2.2% | 0.0% |
| 3M | +1.9% | +5.6% | -3.7% | -1.6% |
| 6M | -13.9% | +13.8% | -27.7% | -19.7% |
| YTD | -30.6% | +31.9% | -62.5% | -40.0% |
| 1Y | -34.4% | +48.3% | -82.6% | -46.5% |
| 3Y | +38.2% | +167.1% | -129.0% | -17.7% |
| 5Y | -9.7% | +222.9% | -232.5% | -50.3% |
| All | -25.7% | +362.3% | -388.0% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling