-27.5%
RBA vs WSM
+19.9%
-47.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | -2.9% | -3.3% | +0.3% | -1.8% |
| 30D | -12.3% | -8.4% | -3.9% | -9.5% |
| 3M | -20.5% | +9.7% | -30.2% | -23.0% |
| 6M | -18.5% | +16.7% | -35.2% | -22.8% |
| YTD | -18.2% | +28.7% | -46.9% | -24.6% |
| 1Y | -27.5% | +13.7% | -41.2% | -31.7% |
| All | -27.5% | +19.9% | -47.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling