+64.9%
RBA vs WSM
+271.0%
-206.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.2% | +3.1% | +0.1% | +2.6% |
| 30D | +12.0% | +8.5% | +3.5% | +10.4% |
| 3M | +2.9% | +4.6% | -1.7% | +2.0% |
| 6M | -6.3% | +44.5% | -50.8% | -12.0% |
| YTD | -5.9% | +48.4% | -54.3% | -11.8% |
| 1Y | -3.9% | +36.2% | -40.1% | -9.0% |
| 3Y | +64.9% | +268.8% | -203.9% | +19.4% |
| All | +64.9% | +271.0% | -206.2% | +19.4% |
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