-43.7%
BBWI vs RY
+367.8%
-411.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.3% |
| 7D | -6.2% | -0.2% | -6.0% | -5.8% |
| 30D | +25.5% | +7.1% | +18.4% | +17.1% |
| 3M | +8.0% | -2.7% | +10.6% | +10.8% |
| 6M | +12.7% | +13.8% | -1.1% | -2.5% |
| YTD | +11.6% | +22.1% | -10.4% | -11.0% |
| 1Y | -0.9% | +43.1% | -44.0% | -33.7% |
| 3Y | -22.7% | +163.6% | -186.3% | -73.9% |
| 5Y | -67.2% | +126.2% | -193.4% | -87.0% |
| 10Y | -43.7% | +358.7% | -402.4% | -89.0% |
| All | -43.7% | +367.8% | -411.5% | -89.0% |
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