+642.9%
WDC vs RBA
+207.2%
+435.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.3% |
| 7D | +12.1% | +1.7% | +10.3% | +11.4% |
| 30D | -18.8% | +8.3% | -27.1% | -21.4% |
| 3M | -39.3% | +10.5% | -49.9% | -42.0% |
| 6M | -40.1% | -5.9% | -34.3% | -40.0% |
| YTD | +71.8% | -6.9% | +78.7% | +72.1% |
| 1Y | +88.5% | -4.9% | +93.3% | +87.5% |
| 3Y | +770.0% | +64.5% | +705.5% | +591.6% |
| 5Y | +549.0% | +46.1% | +503.0% | +422.3% |
| All | +642.9% | +207.2% | +435.7% | +296.1% |
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 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