+348.6%
RY vs WCN
+322.1%
+26.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.5% |
| 30D | +5.0% | +23.9% | -18.9% | -4.2% |
| 3M | -5.3% | +17.4% | -22.7% | -11.7% |
| 6M | +13.8% | +28.0% | -14.2% | +1.7% |
| YTD | +21.0% | +11.6% | +9.4% | +14.1% |
| 1Y | +40.5% | +16.9% | +23.6% | +29.5% |
| 3Y | +159.7% | +51.6% | +108.1% | +107.9% |
| 5Y | +124.3% | +48.0% | +76.4% | +79.3% |
| All | +348.6% | +322.1% | +26.6% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling