-24.1%
RKT vs WAB
+391.2%
-415.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -9.0% | +5.1% | -14.0% | -11.3% |
| 30D | +30.2% | +4.0% | +26.2% | +27.1% |
| 3M | -8.8% | +0.1% | -8.9% | -9.4% |
| 6M | -0.9% | +12.8% | -13.7% | -7.9% |
| YTD | -29.2% | +40.1% | -69.3% | -41.0% |
| 1Y | -20.1% | +46.4% | -66.4% | -34.7% |
| 3Y | +81.3% | +167.4% | -86.0% | +7.2% |
| 5Y | -6.6% | +215.0% | -221.6% | -49.9% |
| All | -24.1% | +391.2% | -415.3% | -62.8% |
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