+726.9%
WMB vs RBA
+3,565.6%
-2,838.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | +3.3% | -12.3% | +15.6% | +7.1% |
| 3M | +3.1% | -20.5% | +23.7% | +9.3% |
| 6M | -0.7% | -18.5% | +17.8% | +4.1% |
| YTD | +25.2% | -18.2% | +43.4% | +30.3% |
| 1Y | +32.9% | -27.5% | +60.4% | +43.1% |
| 3Y | +140.6% | +38.1% | +102.5% | +108.3% |
| 5Y | +273.5% | +44.8% | +228.7% | +207.0% |
| 10Y | +334.2% | +187.1% | +147.1% | +171.6% |
| All | +726.9% | +3,565.6% | -2,838.7% | +240.0% |
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