+123.3%
RY vs WSM
+168.7%
-45.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +5.9% | +6.0% | -0.1% | +5.0% |
| 3M | -4.3% | +3.2% | -7.5% | -4.8% |
| 6M | +12.1% | +37.1% | -25.0% | +7.1% |
| YTD | +20.3% | +44.2% | -23.9% | +13.9% |
| 1Y | +41.0% | +34.2% | +6.8% | +34.7% |
| 3Y | +157.5% | +249.3% | -91.7% | +106.4% |
| All | +123.3% | +168.7% | -45.3% | +81.7% |
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