+141.9%
RY vs WCC
+216.1%
-74.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.4% |
| 7D | +3.1% | +4.5% | -1.4% | +2.2% |
| 30D | -0.3% | -5.8% | +5.5% | +0.7% |
| 3M | +8.7% | -3.7% | +12.3% | +8.9% |
| 6M | +28.5% | +23.1% | +5.5% | +22.2% |
| YTD | +25.1% | +44.2% | -19.0% | +15.0% |
| 1Y | +46.3% | +62.1% | -15.8% | +30.8% |
| 3Y | +154.9% | +121.1% | +33.8% | +104.0% |
| All | +141.9% | +216.1% | -74.1% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling