+207.7%
RBA vs WSM
+1,131.4%
-923.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +8.3% | +5.1% | +3.3% | +7.2% |
| 3M | +10.5% | +5.1% | +5.4% | +9.2% |
| 6M | -5.9% | +48.6% | -54.5% | -13.5% |
| YTD | -6.9% | +44.2% | -51.0% | -14.0% |
| 1Y | -4.9% | +38.1% | -42.9% | -11.4% |
| 3Y | +64.5% | +257.2% | -192.8% | +20.0% |
| 5Y | +46.1% | +165.1% | -119.0% | +10.1% |
| All | +207.7% | +1,131.4% | -923.7% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling