+17.1%
WBD vs RBA
+166.1%
-149.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -19.8% | +33.9% | +18.8% |
| 7D | +14.2% | -19.8% | +33.9% | +18.8% |
| 30D | +14.2% | -19.8% | +33.9% | +18.8% |
| 3M | +14.2% | -19.8% | +33.9% | +18.8% |
| 6M | +13.3% | -15.7% | +29.0% | +16.2% |
| YTD | +7.4% | -19.4% | +26.8% | +10.8% |
| 1Y | +63.0% | -23.6% | +86.5% | +70.5% |
| 3Y | +206.7% | +33.1% | +173.6% | +175.1% |
| 5Y | +18.4% | +41.4% | -23.0% | +3.0% |
| All | +17.1% | +166.1% | -149.0% | -24.0% |
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