+264.5%
WMB vs RY
+360.6%
-96.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.7% |
| 7D | -13.8% | -0.9% | -12.9% | -13.4% |
| 30D | -10.3% | +5.9% | -16.2% | -14.4% |
| 3M | -10.1% | -4.3% | -5.8% | -7.4% |
| 6M | -11.8% | +12.1% | -24.0% | -20.4% |
| YTD | +8.9% | +20.3% | -11.3% | -7.5% |
| 1Y | +14.0% | +41.0% | -27.0% | -15.1% |
| 3Y | +100.5% | +157.5% | -57.0% | -12.7% |
| 5Y | +179.5% | +123.2% | +56.3% | +35.6% |
| All | +264.5% | +360.6% | -96.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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