+113.4%
WMB vs RY
+163.3%
-50.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | -6.7% | -0.2% | -6.5% | -6.6% |
| 30D | -8.6% | +7.1% | -15.6% | -10.7% |
| 3M | -4.9% | -2.7% | -2.3% | -4.1% |
| 6M | -6.3% | +13.8% | -20.1% | -11.3% |
| YTD | +13.0% | +22.1% | -9.1% | +3.7% |
| 1Y | +14.9% | +43.1% | -28.1% | -1.7% |
| 3Y | +113.4% | +163.6% | -50.3% | +39.9% |
| All | +113.4% | +163.3% | -50.0% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling