+322.9%
WMB vs RY
+373.9%
-51.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | +0.6% | +3.1% | -2.5% | -1.9% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | +3.1% | +8.7% | -5.5% | -4.0% |
| 6M | -0.7% | +28.5% | -29.2% | -19.5% |
| YTD | +25.2% | +25.1% | 0.0% | +3.5% |
| 1Y | +32.9% | +46.3% | -13.4% | -3.5% |
| 3Y | +140.6% | +154.9% | -14.4% | +6.4% |
| 5Y | +273.5% | +140.3% | +133.2% | +70.5% |
| All | +322.9% | +373.9% | -51.1% | +15.3% |
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