+11,448.1%
RY vs WSM
+15,020.2%
-3,572.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +3.1% | -3.3% | +6.4% | +3.6% |
| 30D | -0.3% | -8.4% | +8.1% | +1.0% |
| 3M | +8.7% | +9.7% | -1.0% | +6.9% |
| 6M | +28.5% | +16.7% | +11.9% | +25.1% |
| YTD | +25.1% | +28.7% | -3.6% | +19.7% |
| 1Y | +46.3% | +13.7% | +32.6% | +42.4% |
| 3Y | +154.9% | +230.1% | -75.2% | +103.1% |
| 5Y | +140.3% | +179.0% | -38.7% | +91.2% |
| 10Y | +377.0% | +1,002.5% | -625.5% | +187.8% |
| All | +11,448.1% | +15,020.2% | -3,572.0% | +4,402.5% |
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