+280.9%
WMB vs RY
+355.6%
-74.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.7% |
| 7D | +1.6% | -3.0% | +4.5% | +4.0% |
| 30D | -7.1% | +6.3% | -13.3% | -11.5% |
| 3M | -4.0% | -2.6% | -1.4% | -2.5% |
| 6M | -5.7% | +13.9% | -19.7% | -15.9% |
| YTD | +17.2% | +21.7% | -4.5% | -1.4% |
| 1Y | +17.2% | +40.4% | -23.2% | -12.4% |
| 3Y | +121.1% | +161.3% | -40.3% | -4.8% |
| 5Y | +197.2% | +126.5% | +70.7% | +42.6% |
| 10Y | +280.9% | +354.3% | -73.4% | +24.7% |
| All | +280.9% | +355.6% | -74.7% | +24.7% |
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