+350.6%
RY vs NWSA
+149.3%
+201.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -0.6% | -9.7% | +9.1% | +2.6% |
| 30D | +6.1% | -8.6% | +14.8% | +9.0% |
| 3M | -3.4% | -6.3% | +2.9% | -1.7% |
| 6M | +12.8% | -1.2% | +14.0% | +12.0% |
| YTD | +21.0% | +2.6% | +18.4% | +18.0% |
| 1Y | +40.5% | 0.0% | +40.4% | +38.1% |
| 3Y | +159.9% | +30.1% | +129.8% | +129.1% |
| 5Y | +125.0% | +18.3% | +106.7% | +99.7% |
| 10Y | +350.6% | +149.3% | +201.2% | +172.8% |
| All | +350.6% | +149.3% | +201.2% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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