+42.8%
WWD vs RBA
-29.1%
+71.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.2% |
| 30D | -5.1% | -13.0% | +7.9% | -1.2% |
| 3M | -11.2% | -23.1% | +11.9% | -4.5% |
| 6M | -12.0% | -22.6% | +10.6% | -5.9% |
| YTD | +12.0% | -20.4% | +32.4% | +17.7% |
| 1Y | +42.8% | -29.6% | +72.4% | +48.1% |
| All | +42.8% | -29.1% | +71.9% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling