+10,511.5%
WWD vs RBA
+3,565.5%
+6,946.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +1.3% | -2.9% | +4.2% | +2.4% |
| 30D | -7.2% | -12.3% | +5.1% | -2.7% |
| 3M | -3.8% | -20.5% | +16.7% | +3.9% |
| 6M | -9.9% | -18.5% | +8.6% | -3.6% |
| YTD | +14.8% | -18.2% | +33.0% | +22.1% |
| 1Y | +42.1% | -27.5% | +69.6% | +57.8% |
| 3Y | +170.8% | +38.1% | +132.7% | +130.6% |
| 5Y | +197.5% | +44.8% | +152.7% | +139.4% |
| 10Y | +477.8% | +187.1% | +290.7% | +240.3% |
| All | +10,511.5% | +3,565.5% | +6,946.0% | +3,467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling