+0.8%
RKT vs WAB
+224.0%
-223.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.8% | +3.1% | -6.9% | -5.9% |
| 30D | +32.8% | +6.4% | +26.4% | +26.8% |
| 3M | +0.8% | +2.2% | -1.3% | -1.3% |
| 6M | -2.6% | +13.7% | -16.3% | -11.9% |
| YTD | -25.4% | +43.0% | -68.4% | -42.2% |
| 1Y | -19.1% | +47.0% | -66.1% | -38.3% |
| 3Y | +83.2% | +174.4% | -91.2% | -16.6% |
| 5Y | +0.8% | +222.2% | -221.3% | -60.7% |
| All | +0.8% | +224.0% | -223.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling