-48.5%
BBWI vs RY
+351.8%
-400.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | -4.5% | -0.5% | -4.0% | -3.9% |
| 30D | +17.1% | +4.7% | +12.4% | +11.8% |
| 3M | +17.5% | -4.5% | +21.9% | +23.1% |
| 6M | +12.8% | +12.5% | +0.3% | -1.2% |
| YTD | +8.2% | +21.1% | -13.0% | -13.1% |
| 1Y | -1.8% | +38.6% | -40.5% | -32.0% |
| 3Y | -25.8% | +160.2% | -185.9% | -74.5% |
| 5Y | -68.0% | +124.7% | -192.7% | -87.2% |
| All | -48.5% | +351.8% | -400.3% | -89.7% |
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