+102.7%
EWT vs RY
+122.0%
-19.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.7% |
| 7D | -11.7% | -0.9% | -10.8% | -11.1% |
| 30D | -23.2% | +5.9% | -29.1% | -25.8% |
| 3M | -12.5% | -4.3% | -8.2% | -10.0% |
| 6M | -5.9% | +12.1% | -18.0% | -12.5% |
| YTD | +40.5% | +20.3% | +20.2% | +25.0% |
| 1Y | +43.7% | +41.0% | +2.7% | +16.1% |
| 3Y | +136.6% | +157.5% | -20.9% | +32.7% |
| All | +102.7% | +122.0% | -19.3% | +22.9% |
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