+156.4%
EWT vs RY
+140.3%
+16.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | +1.6% | +2.7% | -1.1% | -0.1% |
| 30D | +8.2% | -1.0% | +9.2% | +8.8% |
| 3M | +11.1% | +7.6% | +3.4% | +5.9% |
| 6M | +60.4% | +29.5% | +31.0% | +36.3% |
| YTD | +75.6% | +24.2% | +51.4% | +52.9% |
| 1Y | +91.3% | +46.4% | +44.9% | +50.7% |
| 3Y | +200.3% | +159.4% | +40.9% | +66.8% |
| 5Y | +156.4% | +141.8% | +14.5% | +46.7% |
| All | +156.4% | +140.3% | +16.1% | +46.7% |
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