+594.1%
EWT vs RY
+4,397.8%
-3,803.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +4.0% | +3.1% | +0.9% | +2.2% |
| 30D | +10.3% | -0.3% | +10.6% | +10.4% |
| 3M | +6.1% | +8.7% | -2.6% | +1.2% |
| 6M | +56.6% | +28.5% | +28.1% | +36.3% |
| YTD | +76.6% | +25.1% | +51.5% | +55.9% |
| 1Y | +97.9% | +46.3% | +51.6% | +60.2% |
| 3Y | +198.0% | +154.9% | +43.0% | +76.7% |
| 5Y | +151.8% | +140.3% | +11.5% | +53.1% |
| 10Y | +514.1% | +377.0% | +137.1% | +150.6% |
| All | +594.1% | +4,397.8% | -3,803.7% | +6.5% |
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 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