+874.2%
BBWI vs RY
+11,266.1%
-10,391.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -4.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.3% |
| 30D | +23.1% | +4.4% | +18.7% | +19.9% |
| 3M | +7.3% | -2.9% | +10.2% | +9.3% |
| 6M | +22.6% | +15.6% | +7.0% | +11.4% |
| YTD | +13.3% | +21.8% | -8.5% | -0.9% |
| 1Y | -2.6% | +42.6% | -45.2% | -23.2% |
| 3Y | -25.9% | +160.9% | -186.8% | -60.3% |
| 5Y | -66.7% | +126.1% | -192.8% | -80.3% |
| 10Y | -41.6% | +371.7% | -413.3% | -76.9% |
| All | +874.2% | +11,266.1% | -10,391.9% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling