+485.8%
EWT vs RY
+4,250.5%
-3,764.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.7% |
| 7D | -3.7% | -0.6% | -3.1% | -3.2% |
| 30D | -17.2% | +6.1% | -23.3% | -19.8% |
| 3M | -7.3% | -3.4% | -4.0% | -5.6% |
| 6M | -1.5% | +12.8% | -14.3% | -7.9% |
| YTD | +49.0% | +21.0% | +28.0% | +34.1% |
| 1Y | +50.6% | +40.5% | +10.2% | +24.8% |
| 3Y | +148.9% | +159.9% | -11.0% | +46.4% |
| 5Y | +116.1% | +125.0% | -8.9% | +36.4% |
| 10Y | +427.8% | +350.6% | +77.3% | +122.4% |
| All | +485.8% | +4,250.5% | -3,764.7% | -8.4% |
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