+348.6%
RY vs NWSA
+148.1%
+200.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.1% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | +5.0% | -8.8% | +13.8% | +7.9% |
| 3M | -5.3% | -6.5% | +1.2% | -3.6% |
| 6M | +13.8% | +1.5% | +12.3% | +12.0% |
| YTD | +21.0% | +4.0% | +16.9% | +17.3% |
| 1Y | +40.5% | +3.4% | +37.1% | +36.5% |
| 3Y | +159.7% | +34.8% | +124.8% | +125.9% |
| 5Y | +124.3% | +18.4% | +106.0% | +99.2% |
| All | +348.6% | +148.1% | +200.5% | +169.4% |
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