+2,131.3%
WMB vs RY
+11,573.6%
-9,442.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +0.6% | +3.1% | -2.5% | -1.7% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | +3.1% | +8.7% | -5.5% | -3.3% |
| 6M | -0.7% | +28.5% | -29.2% | -17.8% |
| YTD | +25.2% | +25.1% | 0.0% | +5.4% |
| 1Y | +32.9% | +46.3% | -13.4% | -0.2% |
| 3Y | +140.6% | +154.9% | -14.4% | +18.6% |
| 5Y | +273.5% | +140.3% | +133.2% | +90.2% |
| 10Y | +334.2% | +377.0% | -42.8% | +37.3% |
| All | +2,131.3% | +11,573.6% | -9,442.3% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling