-24.1%
RKT vs WAB
+395.4%
-419.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.8% | -4.5% |
| 7D | -7.5% | +7.9% | -15.4% | -11.1% |
| 30D | +26.6% | +4.9% | +21.7% | +23.0% |
| 3M | -2.4% | +1.8% | -4.2% | -3.8% |
| 6M | -7.4% | +12.0% | -19.3% | -13.5% |
| YTD | -29.2% | +41.3% | -70.5% | -41.2% |
| 1Y | -23.5% | +43.8% | -67.4% | -37.0% |
| 3Y | +73.9% | +171.1% | -97.1% | +2.1% |
| 5Y | -6.6% | +217.7% | -224.3% | -50.1% |
| All | -24.1% | +395.4% | -419.5% | -63.0% |
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