-22.2%
RKT vs WAB
+366.3%
-388.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | +2.1% | -3.2% | +5.3% | +3.9% |
| 30D | +1.4% | -4.4% | +5.9% | +3.9% |
| 3M | +6.3% | +7.9% | -1.6% | +1.6% |
| 6M | -15.5% | +8.7% | -24.2% | -19.3% |
| YTD | -27.4% | +33.0% | -60.4% | -37.5% |
| 1Y | -26.6% | +46.7% | -73.2% | -39.9% |
| 3Y | +41.2% | +153.0% | -111.8% | -13.6% |
| 5Y | -6.4% | +222.3% | -228.7% | -48.7% |
| All | -22.2% | +366.3% | -388.5% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling