+23.5%
WWD vs RBA
-3.8%
+27.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.4% | +3.2% | -2.8% | -0.5% |
| 30D | -0.4% | +12.0% | -12.4% | -3.6% |
| 3M | -6.1% | +2.9% | -9.0% | -6.7% |
| 6M | -9.5% | -6.3% | -3.3% | -8.2% |
| YTD | +10.8% | -5.9% | +16.7% | +6.2% |
| 1Y | +23.5% | -3.9% | +27.4% | +16.5% |
| All | +23.5% | -3.8% | +27.3% | +16.5% |
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