-54.2%
BBWI vs RY
+373.9%
-428.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.6% |
| 7D | +1.5% | +3.1% | -1.6% | -1.8% |
| 30D | -5.2% | -0.3% | -4.9% | -5.3% |
| 3M | +11.1% | +8.7% | +2.4% | +1.2% |
| 6M | -13.4% | +28.5% | -41.9% | -34.1% |
| YTD | +0.1% | +25.1% | -25.0% | -22.3% |
| 1Y | -36.1% | +46.3% | -82.4% | -58.2% |
| 3Y | -44.1% | +154.9% | -199.0% | -80.3% |
| 5Y | -66.2% | +140.3% | -206.5% | -87.4% |
| All | -54.2% | +373.9% | -428.2% | -91.3% |
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