+336.3%
WBD vs RBA
+826.1%
-489.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | -17.5% | +54.0% | +41.1% |
| 7D | +36.5% | -17.5% | +54.0% | +41.1% |
| 30D | +36.5% | -17.5% | +54.0% | +41.1% |
| 3M | +36.5% | -17.5% | +54.0% | +41.1% |
| 6M | +36.5% | -17.5% | +54.0% | +41.1% |
| YTD | +36.5% | -17.5% | +54.0% | +41.1% |
| 1Y | +63.0% | -23.6% | +86.5% | +72.2% |
| 3Y | +206.7% | +33.1% | +173.6% | +173.6% |
| 5Y | +18.4% | +41.4% | -23.0% | +1.9% |
| 10Y | +11.8% | +179.5% | -167.7% | -26.7% |
| All | +336.3% | +826.1% | -489.8% | +85.5% |
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