+2.9%
BBWI vs RY
+40.4%
-37.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.0% |
| 7D | -4.2% | -0.6% | -3.7% | -3.6% |
| 30D | +24.9% | +6.1% | +18.7% | +21.7% |
| 3M | +13.2% | -3.4% | +16.6% | +15.5% |
| 6M | +12.1% | +12.8% | -0.7% | +5.8% |
| YTD | +11.1% | +21.0% | -9.9% | +1.3% |
| All | +2.9% | +40.4% | -37.5% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling