+452.3%
EWT vs RY
+351.1%
+101.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +9.1% | +0.6% | +8.5% | +8.8% |
| 30D | -12.2% | +5.0% | -17.3% | -14.6% |
| 3M | -9.4% | -5.3% | -4.1% | -6.4% |
| 6M | +2.7% | +13.8% | -11.2% | -4.7% |
| YTD | +53.3% | +21.0% | +32.3% | +37.4% |
| 1Y | +59.2% | +40.5% | +18.7% | +30.9% |
| 3Y | +157.1% | +159.7% | -2.6% | +48.8% |
| 5Y | +119.6% | +124.3% | -4.7% | +36.7% |
| All | +452.3% | +351.1% | +101.2% | +152.5% |
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