+124.7%
RY vs BWA
+30.6%
+94.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.5% | +7.3% | -7.8% | -2.2% |
| 30D | +4.7% | -15.8% | +20.6% | +8.8% |
| 3M | -4.5% | -25.7% | +21.3% | +2.0% |
| 6M | +12.5% | -19.6% | +32.1% | +17.2% |
| YTD | +21.1% | +14.1% | +7.1% | +13.7% |
| 1Y | +38.6% | +12.2% | +26.5% | +30.6% |
| 3Y | +160.2% | +63.8% | +96.3% | +114.8% |
| 5Y | +124.7% | +28.7% | +96.0% | +90.8% |
| All | +124.7% | +30.6% | +94.1% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling