+3,994.6%
RY vs WCN
+6,839.3%
-2,844.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.1% | -0.6% | +3.8% | +3.3% |
| 30D | -0.3% | +0.4% | -0.8% | -0.4% |
| 3M | +8.7% | +7.3% | +1.3% | +6.8% |
| 6M | +28.5% | -2.5% | +31.0% | +28.7% |
| YTD | +25.1% | -5.4% | +30.5% | +25.9% |
| 1Y | +46.3% | -8.5% | +54.7% | +48.1% |
| 3Y | +154.9% | +20.8% | +134.1% | +142.7% |
| 5Y | +140.3% | +30.0% | +110.3% | +124.4% |
| 10Y | +377.0% | +238.4% | +138.6% | +271.2% |
| All | +3,994.6% | +6,839.3% | -2,844.7% | +2,181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling