+2,567.7%
WDC vs RBA
+4,003.4%
-1,435.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -28.0% | +4.3% | -32.2% | -29.0% |
| 30D | -34.9% | +16.3% | -51.3% | -38.1% |
| 3M | -41.6% | +1.3% | -42.9% | -42.3% |
| 6M | -45.4% | -11.1% | -34.3% | -44.3% |
| YTD | +53.3% | -8.5% | +61.7% | +54.5% |
| 1Y | +61.5% | -2.1% | +63.7% | +59.6% |
| 3Y | +712.3% | +44.6% | +667.8% | +604.8% |
| 5Y | +524.2% | +36.8% | +487.4% | +438.4% |
| 10Y | +616.5% | +227.3% | +389.2% | +363.0% |
| All | +2,567.7% | +4,003.4% | -1,435.7% | +1,024.7% |
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