+49.7%
WAB vs RBA
-28.4%
+78.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.9% |
| 7D | +1.7% | -1.1% | +2.7% | +1.8% |
| 30D | -2.4% | -13.2% | +10.8% | +0.1% |
| 3M | +9.7% | -21.4% | +31.0% | +14.2% |
| 6M | +16.5% | -20.9% | +37.4% | +20.7% |
| YTD | +33.7% | -19.9% | +53.6% | +35.6% |
| 1Y | +49.7% | -28.7% | +78.4% | +47.2% |
| All | +49.7% | -28.4% | +78.1% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling