+48.5%
RBA vs WSM
+182.7%
-134.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | +2.9% | +4.6% | -1.7% | +1.9% |
| 6M | -6.3% | +44.5% | -50.8% | -12.4% |
| YTD | -5.9% | +48.4% | -54.3% | -12.4% |
| 1Y | -3.9% | +36.2% | -40.1% | -9.3% |
| 3Y | +64.9% | +268.8% | -203.9% | +26.0% |
| 5Y | +48.5% | +185.2% | -136.8% | +18.7% |
| All | +48.5% | +182.7% | -134.2% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling