+40.4%
RY vs WCN
+16.5%
+24.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | +6.3% | +25.3% | -19.1% | +5.3% |
| 3M | -2.6% | +15.4% | -18.0% | -3.3% |
| 6M | +13.9% | +27.8% | -13.9% | +12.1% |
| YTD | +21.7% | +10.6% | +11.1% | +22.7% |
| 1Y | +40.4% | +15.8% | +24.7% | +39.4% |
| All | +40.4% | +16.5% | +24.0% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling