-39.2%
WDC vs RBA
-6.5%
-32.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.2% |
| 7D | -3.2% | +0.6% | -3.9% | -3.3% |
| 30D | -19.0% | +9.0% | -28.0% | -17.4% |
| 3M | -28.4% | +7.2% | -35.6% | -26.3% |
| 6M | -39.2% | -7.8% | -31.5% | -37.6% |
| All | -39.2% | -6.5% | -32.7% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling