+495.3%
WWD vs RBA
+189.2%
+306.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.4% |
| 30D | -5.1% | -13.0% | +7.9% | -0.3% |
| 3M | -11.2% | -23.1% | +11.9% | -3.0% |
| 6M | -12.0% | -22.6% | +10.6% | -4.2% |
| YTD | +12.0% | -20.4% | +32.4% | +20.2% |
| 1Y | +42.8% | -29.6% | +72.4% | +60.2% |
| 3Y | +168.9% | +26.6% | +142.4% | +136.7% |
| 5Y | +192.2% | +38.2% | +154.0% | +138.5% |
| 10Y | +495.3% | +194.7% | +300.5% | +203.7% |
| All | +495.3% | +189.2% | +306.1% | +203.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling