-67.5%
BBWI vs RY
+123.4%
-191.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.6% |
| 7D | +0.1% | +0.6% | -0.4% | -0.4% |
| 30D | +12.9% | +5.0% | +7.8% | +8.3% |
| 3M | +16.0% | -5.3% | +21.3% | +21.8% |
| 6M | +16.6% | +13.8% | +2.8% | +2.9% |
| YTD | +9.7% | +21.0% | -11.2% | -8.9% |
| 1Y | +1.5% | +40.5% | -39.0% | -27.3% |
| 3Y | -21.4% | +159.7% | -181.0% | -69.0% |
| All | -67.5% | +123.4% | -191.0% | -84.8% |
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