+204.2%
WY vs RBA
+3,565.6%
-3,361.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.7% | -2.9% | +1.2% | -0.8% |
| 30D | -10.1% | -12.3% | +2.2% | -6.4% |
| 3M | -5.1% | -20.5% | +15.4% | +1.2% |
| 6M | -4.8% | -18.5% | +13.8% | +0.6% |
| YTD | -0.2% | -18.2% | +18.0% | +4.8% |
| 1Y | -6.6% | -27.5% | +20.9% | +1.8% |
| 3Y | -22.7% | +38.1% | -60.8% | -32.8% |
| 5Y | -22.2% | +44.8% | -67.0% | -35.4% |
| 10Y | +7.3% | +187.1% | -179.8% | -30.4% |
| All | +204.2% | +3,565.6% | -3,361.4% | +15.3% |
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 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