-19.8%
WY vs RBA
+39.8%
-59.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -9.9% | -13.0% | +3.1% | -6.9% |
| 3M | -7.5% | -23.1% | +15.6% | -2.1% |
| 6M | -5.1% | -22.6% | +17.4% | +0.1% |
| YTD | -2.1% | -20.4% | +18.3% | +2.2% |
| 1Y | -7.3% | -29.6% | +22.2% | -0.5% |
| 3Y | -22.6% | +26.6% | -49.2% | -28.5% |
| 5Y | -19.8% | +38.2% | -58.0% | -28.1% |
| All | -19.8% | +39.8% | -59.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling