-44.7%
BBWI vs RY
+360.9%
-405.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -1.9% |
| 7D | -6.2% | -0.9% | -5.3% | -5.1% |
| 30D | +19.9% | +5.9% | +14.1% | +13.2% |
| 3M | +7.1% | -4.3% | +11.4% | +11.9% |
| 6M | +13.7% | +12.1% | +1.5% | -0.1% |
| YTD | +9.6% | +20.3% | -10.7% | -11.2% |
| 1Y | -1.6% | +41.0% | -42.7% | -33.2% |
| 3Y | -25.9% | +157.5% | -183.4% | -74.3% |
| 5Y | -67.8% | +123.2% | -191.0% | -87.0% |
| All | -44.7% | +360.9% | -405.6% | -89.1% |
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