+266.3%
WMB vs RY
+354.4%
-88.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.6% | +4.8% |
| 7D | -6.9% | -0.6% | -6.3% | -6.6% |
| 30D | -7.2% | +6.1% | -13.3% | -11.6% |
| 3M | -5.4% | -3.4% | -2.1% | -3.3% |
| 6M | -4.9% | +12.8% | -17.7% | -14.5% |
| YTD | +14.7% | +21.0% | -6.3% | -3.1% |
| 1Y | +14.7% | +40.5% | -25.7% | -14.3% |
| 3Y | +116.4% | +159.9% | -43.5% | -6.4% |
| 5Y | +198.5% | +125.0% | +73.6% | +43.9% |
| 10Y | +266.3% | +350.6% | -84.3% | +19.1% |
| All | +266.3% | +354.4% | -88.1% | +19.1% |
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