+266.3%
WMB vs RBA
+225.5%
+40.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -6.9% | +3.2% | -10.1% | -7.7% |
| 30D | -7.2% | +12.0% | -19.2% | -10.1% |
| 3M | -5.4% | +2.9% | -8.3% | -6.5% |
| 6M | -4.9% | -6.3% | +1.4% | -4.4% |
| YTD | +14.7% | -5.9% | +20.6% | +14.0% |
| 1Y | +14.7% | -3.9% | +18.6% | +13.2% |
| 3Y | +116.4% | +64.9% | +51.5% | +78.2% |
| 5Y | +198.5% | +48.5% | +150.1% | +146.8% |
| 10Y | +266.3% | +211.8% | +54.5% | +93.2% |
| All | +266.3% | +225.5% | +40.8% | +93.2% |
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