+358.7%
RY vs BWA
+84.4%
+274.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.0% |
| 7D | -0.9% | -5.5% | +4.6% | +0.6% |
| 30D | +5.9% | -21.7% | +27.6% | +13.0% |
| 3M | -4.3% | -25.6% | +21.4% | +3.3% |
| 6M | +12.1% | -17.4% | +29.5% | +16.7% |
| YTD | +20.3% | +9.2% | +11.1% | +13.8% |
| 1Y | +41.0% | +9.7% | +31.3% | +33.0% |
| 3Y | +157.5% | +54.6% | +102.9% | +114.0% |
| 5Y | +123.2% | +26.8% | +96.4% | +91.3% |
| All | +358.7% | +84.4% | +274.3% | +232.2% |
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