+298.2%
WBD vs RBA
+840.0%
-541.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | -2.9% | +1.1% | -1.0% |
| 30D | +8.8% | -12.3% | +21.1% | +12.7% |
| 3M | +4.6% | -20.5% | +25.2% | +10.7% |
| 6M | +1.1% | -18.5% | +19.6% | +5.9% |
| YTD | -2.0% | -18.2% | +16.3% | +2.0% |
| 1Y | +140.0% | -27.5% | +167.5% | +158.5% |
| 3Y | +144.4% | +38.1% | +106.3% | +116.2% |
| 5Y | -0.2% | +44.8% | -45.0% | -14.4% |
| 10Y | +9.1% | +187.1% | -178.0% | -28.8% |
| All | +298.2% | +840.0% | -541.8% | +69.1% |
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