+375.5%
RY vs WSM
+997.3%
-621.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.5% | +2.6% | -3.1% | -0.9% |
| 30D | -1.9% | -9.3% | +7.4% | -0.3% |
| 3M | +5.1% | +7.1% | -2.0% | +3.7% |
| 6M | +28.2% | +21.7% | +6.5% | +23.6% |
| YTD | +22.9% | +28.7% | -5.9% | +17.2% |
| 1Y | +45.5% | +13.9% | +31.6% | +41.3% |
| 3Y | +156.7% | +232.2% | -75.5% | +98.3% |
| 5Y | +137.7% | +176.4% | -38.7% | +84.0% |
| 10Y | +375.5% | +1,072.4% | -696.9% | +153.7% |
| All | +375.5% | +997.3% | -621.8% | +153.7% |
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