+11,000.4%
RY vs WSM
+16,842.4%
-5,842.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | -4.3% | +3.2% | -7.5% | -4.9% |
| 6M | +12.1% | +37.1% | -25.0% | +6.4% |
| YTD | +20.3% | +44.2% | -23.9% | +13.0% |
| 1Y | +41.0% | +34.2% | +6.8% | +33.8% |
| 3Y | +157.5% | +249.3% | -91.7% | +103.6% |
| 5Y | +123.2% | +169.3% | -46.1% | +78.8% |
| 10Y | +365.7% | +1,241.2% | -875.5% | +172.5% |
| All | +11,000.4% | +16,842.4% | -5,842.1% | +4,149.0% |
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