+283.3%
WMB vs RY
+351.8%
-68.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +8.1% | -0.5% | +8.6% | +8.5% |
| 30D | -6.9% | +4.7% | -11.6% | -10.4% |
| 3M | -5.1% | -4.5% | -0.6% | -2.1% |
| 6M | -5.7% | +12.5% | -18.3% | -15.1% |
| YTD | +18.1% | +21.1% | -3.1% | -0.3% |
| 1Y | +18.4% | +38.6% | -20.2% | -10.5% |
| 3Y | +122.7% | +160.2% | -37.4% | -3.8% |
| 5Y | +202.0% | +124.7% | +77.3% | +45.8% |
| All | +283.3% | +351.8% | -68.6% | +24.6% |
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