+2,261.8%
WAB vs RBA
+4,003.4%
-1,741.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.3% |
| 7D | +1.4% | +4.3% | -2.8% | +0.1% |
| 30D | +0.4% | +16.3% | -15.9% | -4.5% |
| 3M | -3.8% | +1.3% | -5.2% | -4.7% |
| 6M | +5.1% | -11.1% | +16.1% | +7.8% |
| YTD | +33.3% | -8.5% | +41.8% | +34.7% |
| 1Y | +39.8% | -2.1% | +41.9% | +38.2% |
| 3Y | +161.1% | +44.6% | +116.5% | +124.7% |
| 5Y | +209.5% | +36.8% | +172.6% | +163.6% |
| 10Y | +293.8% | +227.3% | +66.5% | +141.4% |
| All | +2,261.8% | +4,003.4% | -1,741.6% | +786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling