+38.6%
RY vs NWSA
-0.9%
+39.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +4.7% | -11.3% | +16.1% | +6.2% |
| 3M | -4.5% | -8.1% | +3.6% | -3.3% |
| 6M | +12.5% | -0.7% | +13.2% | +13.4% |
| YTD | +21.1% | +1.3% | +19.8% | +20.3% |
| 1Y | +38.6% | -1.3% | +40.0% | +39.2% |
| All | +38.6% | -0.9% | +39.6% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling