+93.3%
GWW vs RY
+160.3%
-67.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +12.1% | +5.0% | +7.1% | +9.7% |
| 3M | +12.9% | -5.3% | +18.2% | +15.8% |
| 6M | +19.3% | +13.8% | +5.5% | +11.8% |
| YTD | +48.7% | +21.0% | +27.8% | +35.2% |
| 1Y | +60.5% | +40.5% | +20.0% | +36.3% |
| 3Y | +93.3% | +159.7% | -66.4% | +28.1% |
| All | +93.3% | +160.3% | -67.0% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling