+1,008.7%
WM vs RBA
+4,072.3%
-3,063.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +1.2% |
| 7D | +5.9% | +12.7% | -6.7% | +3.4% |
| 30D | +15.4% | +15.5% | -0.1% | +12.0% |
| 3M | +6.3% | -14.0% | +20.4% | +9.1% |
| 6M | +5.6% | -8.8% | +14.4% | +6.8% |
| YTD | +9.9% | -6.9% | +16.9% | +10.3% |
| 1Y | +20.8% | -3.0% | +23.8% | +20.2% |
| 3Y | +48.5% | +44.2% | +4.3% | +34.7% |
| 5Y | +60.6% | +50.6% | +10.0% | +41.4% |
| 10Y | +349.8% | +232.8% | +117.0% | +225.3% |
| All | +1,008.7% | +4,072.3% | -3,063.7% | +355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling