+284.8%
WAB vs RBA
+182.6%
+102.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.2% |
| 7D | +1.7% | -1.1% | +2.7% | +2.0% |
| 30D | -2.4% | -13.2% | +10.8% | +1.9% |
| 3M | +9.7% | -21.4% | +31.0% | +17.4% |
| 6M | +16.5% | -20.9% | +37.4% | +24.3% |
| YTD | +33.7% | -19.9% | +53.6% | +41.2% |
| 1Y | +49.7% | -28.7% | +78.4% | +64.0% |
| 3Y | +170.9% | +27.4% | +143.5% | +142.3% |
| 5Y | +228.0% | +41.7% | +186.3% | +173.7% |
| 10Y | +284.8% | +189.6% | +95.2% | +123.5% |
| All | +284.8% | +182.6% | +102.2% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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