+756.2%
WDC vs RBRK
+124.5%
+631.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.4% | -2.5% |
| 7D | -4.3% | -7.5% | +3.2% | -2.9% |
| 30D | -1.5% | -10.4% | +8.9% | +0.1% |
| 3M | -15.5% | +21.3% | -36.8% | -19.9% |
| 6M | +66.5% | +50.6% | +15.8% | +48.6% |
| YTD | +159.9% | +13.3% | +146.6% | +147.8% |
| 1Y | +366.0% | +11.2% | +354.7% | +343.2% |
| All | +756.2% | +124.5% | +631.7% | +568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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