-22.3%
WY vs RBA
+29.1%
-51.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -10.5% | -13.2% | +2.7% | -7.6% |
| 3M | -4.9% | -21.4% | +16.5% | -0.1% |
| 6M | -4.9% | -20.9% | +16.0% | -0.5% |
| YTD | -1.7% | -19.9% | +18.2% | +2.1% |
| 1Y | -9.4% | -28.7% | +19.3% | -3.4% |
| 3Y | -22.3% | +27.4% | -49.7% | -27.3% |
| All | -22.3% | +29.1% | -51.4% | -27.3% |
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