+4,106.4%
RBA vs WSM
+6,048.9%
-1,942.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.2% | +3.1% | +0.1% | +2.7% |
| 30D | +12.0% | +8.5% | +3.5% | +10.7% |
| 3M | +2.9% | +4.6% | -1.7% | +2.1% |
| 6M | -6.3% | +44.5% | -50.8% | -11.3% |
| YTD | -5.9% | +48.4% | -54.3% | -11.4% |
| 1Y | -3.9% | +36.2% | -40.1% | -8.4% |
| 3Y | +64.9% | +268.8% | -203.9% | +32.9% |
| 5Y | +48.5% | +185.2% | -136.8% | +21.1% |
| 10Y | +211.8% | +1,175.8% | -964.0% | +98.2% |
| All | +4,106.4% | +6,048.9% | -1,942.5% | +1,920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling