+161.2%
RY vs WCC
+138.4%
+22.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | +0.1% |
| 7D | -3.0% | +3.3% | -6.3% | -3.5% |
| 30D | +6.3% | -9.4% | +15.7% | +7.5% |
| 3M | -2.6% | -10.5% | +7.9% | -1.5% |
| 6M | +13.9% | -10.4% | +24.3% | +14.7% |
| YTD | +21.7% | +34.4% | -12.7% | +14.2% |
| 1Y | +40.4% | +27.7% | +12.8% | +32.8% |
| All | +161.2% | +138.4% | +22.8% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling