-65.9%
BBWI vs RY
+140.8%
-206.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.5% |
| 7D | +1.5% | +3.1% | -1.6% | -1.4% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +11.1% | +8.7% | +2.4% | +2.5% |
| 6M | -13.4% | +28.5% | -41.9% | -31.7% |
| YTD | +0.1% | +25.1% | -25.0% | -19.6% |
| 1Y | -36.1% | +46.3% | -82.4% | -56.0% |
| 3Y | -44.1% | +154.9% | -199.0% | -77.6% |
| All | -65.9% | +140.8% | -206.7% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling