+373.9%
RY vs NWSA
+143.8%
+230.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | +2.7% | -2.6% | +5.4% | +3.6% |
| 30D | -1.0% | +4.6% | -5.5% | -2.5% |
| 3M | +7.6% | +10.2% | -2.6% | +3.7% |
| 6M | +29.5% | +21.6% | +7.8% | +20.2% |
| YTD | +24.2% | +14.6% | +9.5% | +17.2% |
| 1Y | +46.4% | +0.4% | +46.0% | +44.4% |
| 3Y | +159.4% | +45.0% | +114.4% | +121.7% |
| 5Y | +141.8% | +41.3% | +100.6% | +102.6% |
| 10Y | +373.9% | +142.8% | +231.1% | +188.3% |
| All | +373.9% | +143.8% | +230.0% | +188.3% |
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