+170.0%
WWD vs RBA
+32.9%
+137.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.3% | -2.9% | +4.2% | +2.2% |
| 30D | -7.2% | -12.3% | +5.1% | -3.7% |
| 3M | -3.8% | -20.5% | +16.7% | +2.3% |
| 6M | -9.9% | -18.5% | +8.6% | -5.0% |
| YTD | +14.8% | -18.2% | +33.0% | +20.6% |
| 1Y | +42.1% | -27.5% | +69.6% | +54.0% |
| All | +170.0% | +32.9% | +137.0% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling