+336.4%
WM vs RBA
+224.6%
+111.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.8% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | +13.1% | +16.3% | -3.2% | +9.6% |
| 3M | +3.6% | +1.3% | +2.3% | +3.1% |
| 6M | +8.1% | -11.1% | +19.1% | +9.9% |
| YTD | +8.9% | -8.5% | +17.4% | +9.7% |
| 1Y | +20.3% | -2.1% | +22.5% | +19.3% |
| 3Y | +46.2% | +44.6% | +1.6% | +31.8% |
| 5Y | +59.9% | +36.8% | +23.1% | +43.6% |
| All | +336.4% | +224.6% | +111.8% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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