+477.0%
RY vs NWSA
+127.4%
+349.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +3.1% | -1.9% | +5.0% | +3.8% |
| 30D | -0.3% | +4.6% | -4.9% | -1.9% |
| 3M | +8.7% | +13.2% | -4.6% | +3.8% |
| 6M | +28.5% | +27.0% | +1.5% | +17.9% |
| YTD | +25.1% | +16.8% | +8.3% | +17.6% |
| 1Y | +46.3% | +4.5% | +41.8% | +42.4% |
| 3Y | +154.9% | +46.2% | +108.7% | +118.6% |
| 5Y | +140.3% | +40.9% | +99.4% | +103.0% |
| 10Y | +377.0% | +145.1% | +231.9% | +202.3% |
| All | +477.0% | +127.4% | +349.6% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling