+4,626.1%
WDC vs RBA
+3,565.6%
+1,060.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.8% |
| 7D | +1.7% | -2.9% | +4.7% | +2.7% |
| 30D | -10.0% | -12.3% | +2.3% | -6.5% |
| 3M | -18.8% | -20.5% | +1.8% | -13.7% |
| 6M | +79.0% | -18.5% | +97.6% | +88.5% |
| YTD | +171.6% | -18.2% | +189.8% | +184.8% |
| 1Y | +417.4% | -27.5% | +444.9% | +461.0% |
| 3Y | +1,251.8% | +38.1% | +1,213.7% | +1,094.9% |
| 5Y | +911.7% | +44.8% | +866.9% | +761.7% |
| 10Y | +1,399.6% | +187.1% | +1,212.5% | +913.0% |
| All | +4,626.1% | +3,565.6% | +1,060.5% | +1,973.9% |
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