+350.6%
RY vs WSM
+1,226.6%
-876.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | -0.6% | +3.1% | -3.7% | -1.1% |
| 30D | +6.1% | +8.5% | -2.4% | +4.7% |
| 3M | -3.4% | +4.6% | -8.0% | -4.2% |
| 6M | +12.8% | +44.5% | -31.8% | +5.7% |
| YTD | +21.0% | +48.4% | -27.4% | +12.6% |
| 1Y | +40.5% | +36.2% | +4.3% | +32.5% |
| 3Y | +159.9% | +268.8% | -108.9% | +97.6% |
| 5Y | +125.0% | +185.2% | -60.3% | +74.0% |
| 10Y | +350.6% | +1,175.8% | -825.3% | +136.7% |
| All | +350.6% | +1,226.6% | -876.1% | +136.7% |
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 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