+26.9%
RBA vs WSM
+232.4%
-205.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.1% | +2.6% | -3.6% | -1.5% |
| 30D | -13.2% | -9.5% | -3.7% | -11.7% |
| 3M | -21.4% | +12.9% | -34.2% | -22.9% |
| 6M | -20.9% | +23.0% | -43.9% | -23.7% |
| YTD | -19.9% | +28.9% | -48.8% | -23.0% |
| 1Y | -28.7% | +13.7% | -42.3% | -30.4% |
| All | +26.9% | +232.4% | -205.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling