+820.4%
WDC vs RBLX
-30.4%
+850.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | +4.4% | +8.1% | -3.7% | +3.1% |
| 30D | +5.3% | +23.9% | -18.6% | +1.4% |
| 3M | -5.9% | +8.1% | -14.1% | -8.6% |
| 6M | +73.2% | -23.7% | +97.0% | +76.8% |
| YTD | +167.8% | -44.6% | +212.5% | +187.0% |
| 1Y | +386.0% | -66.2% | +452.2% | +466.3% |
| 3Y | +1,309.7% | +54.7% | +1,255.0% | +1,145.3% |
| 5Y | +957.1% | -48.9% | +1,006.0% | +865.0% |
| All | +820.4% | -30.4% | +850.8% | +682.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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