+123.3%
RY vs NWSA
+12.8%
+110.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -0.9% | -9.4% | +8.5% | +1.6% |
| 30D | +5.9% | -7.8% | +13.6% | +8.0% |
| 3M | -4.3% | -10.8% | +6.5% | -1.6% |
| 6M | +12.1% | +1.1% | +11.1% | +10.7% |
| YTD | +20.3% | +1.8% | +18.5% | +18.0% |
| 1Y | +41.0% | +6.0% | +35.0% | +36.3% |
| 3Y | +157.5% | +24.6% | +133.0% | +133.6% |
| All | +123.3% | +12.8% | +110.6% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling