+159.4%
WFC vs RBLX
-29.5%
+188.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.8% |
| 7D | +0.4% | +5.1% | -4.7% | 0.0% |
| 30D | +1.5% | +28.0% | -26.5% | -0.2% |
| 3M | +10.2% | +4.6% | +5.6% | +9.2% |
| 6M | +18.8% | -24.7% | +43.4% | +20.0% |
| YTD | -1.5% | -43.8% | +42.3% | +1.2% |
| 1Y | +13.5% | -65.8% | +79.3% | +20.4% |
| 3Y | +135.0% | +59.4% | +75.6% | +124.9% |
| 5Y | +130.1% | -48.2% | +178.3% | +115.6% |
| All | +159.4% | -29.5% | +188.8% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling