+3.6%
WBD vs RKT
-10.3%
+13.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -6.3% | +5.5% | +1.0% |
| 30D | +1.4% | -6.2% | +7.6% | +2.9% |
| 3M | +4.4% | -1.9% | +6.3% | +3.4% |
| 6M | +0.8% | -13.0% | +13.8% | +1.8% |
| YTD | -2.7% | -31.9% | +29.2% | +3.9% |
| 1Y | +73.4% | -37.6% | +111.0% | +88.1% |
| 3Y | +142.1% | +36.8% | +105.3% | +69.2% |
| All | +3.6% | -10.3% | +13.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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