+227.9%
WAB vs RBA
+45.3%
+182.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -3.2% | -2.9% | -0.3% | -2.4% |
| 30D | -4.4% | -12.3% | +7.9% | -1.2% |
| 3M | +7.9% | -20.5% | +28.4% | +13.9% |
| 6M | +8.7% | -18.5% | +27.3% | +13.9% |
| YTD | +33.0% | -18.2% | +51.2% | +38.4% |
| 1Y | +46.7% | -27.5% | +74.2% | +57.7% |
| 3Y | +153.0% | +38.1% | +114.9% | +128.4% |
| All | +227.9% | +45.3% | +182.6% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling