+10,103.6%
WWD vs RBA
+4,102.2%
+6,001.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.0% |
| 7D | +4.2% | +2.5% | +1.7% | +3.2% |
| 30D | -0.8% | +11.6% | -12.3% | -5.0% |
| 3M | -8.2% | +1.5% | -9.7% | -9.2% |
| 6M | -9.8% | -6.6% | -3.2% | -8.7% |
| YTD | +10.4% | -6.3% | +16.7% | +11.1% |
| 1Y | +25.5% | -4.0% | +29.4% | +25.2% |
| 3Y | +155.8% | +47.3% | +108.5% | +112.1% |
| 5Y | +187.3% | +47.7% | +139.7% | +129.9% |
| 10Y | +462.7% | +224.7% | +238.0% | +215.3% |
| All | +10,103.6% | +4,102.2% | +6,001.4% | +3,147.7% |
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 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