-1.2%
WM vs RBRK
+5.6%
-6.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.2% |
| 7D | -2.1% | -7.5% | +5.4% | -2.2% |
| 30D | -5.3% | -10.4% | +5.2% | -5.4% |
| 3M | -2.0% | +21.3% | -23.3% | -1.8% |
| 6M | -8.6% | +50.6% | -59.2% | -8.4% |
| YTD | -1.6% | +13.3% | -14.9% | -2.1% |
| 1Y | -1.2% | +11.2% | -12.5% | -2.6% |
| All | -1.2% | +5.6% | -6.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling