+371.5%
RY vs BWA
+151.8%
+219.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | +3.1% | +5.7% | -2.5% | +1.6% |
| 30D | -0.3% | +1.4% | -1.7% | -0.8% |
| 3M | +8.7% | -12.1% | +20.7% | +12.0% |
| 6M | +28.5% | +28.6% | 0.0% | +18.6% |
| YTD | +25.1% | +51.1% | -26.0% | +8.7% |
| 1Y | +46.3% | +55.9% | -9.6% | +25.6% |
| 3Y | +154.9% | +70.1% | +84.8% | +108.0% |
| 5Y | +140.3% | +90.7% | +49.6% | +84.1% |
| All | +371.5% | +151.8% | +219.7% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling