+188.9%
RBA vs WSM
+1,058.9%
-869.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -9.8% | -10.7% | +0.9% | -7.6% |
| 3M | -23.5% | +8.5% | -31.9% | -24.8% |
| 6M | -21.5% | +19.6% | -41.2% | -24.6% |
| YTD | -21.2% | +26.6% | -47.8% | -25.1% |
| 1Y | -30.2% | +12.0% | -42.2% | -32.1% |
| 3Y | +25.3% | +226.6% | -201.3% | -7.2% |
| 5Y | +35.1% | +174.1% | -139.0% | +0.3% |
| All | +188.9% | +1,058.9% | -869.9% | +33.6% |
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