+30.0%
WBD vs RKT
-8.7%
+38.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -0.7% | +6.0% | -6.7% | -1.7% |
| 30D | +5.0% | +0.7% | +4.3% | +4.7% |
| 3M | +6.2% | +11.8% | -5.6% | +3.3% |
| 6M | +0.6% | -7.6% | +8.2% | +0.3% |
| YTD | -2.4% | -28.7% | +26.2% | +0.9% |
| 1Y | +127.7% | -32.6% | +160.3% | +136.5% |
| 3Y | +148.4% | +42.1% | +106.3% | +113.2% |
| 5Y | +4.2% | -7.2% | +11.4% | -11.9% |
| All | +30.0% | -8.7% | +38.7% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling