+84.3%
RY vs WETO
-99.4%
+183.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.4% |
| 7D | -2.9% | -19.9% | +17.0% | -2.9% |
| 30D | -2.0% | -42.7% | +40.6% | -1.6% |
| 3M | +4.9% | -97.7% | +102.6% | +4.3% |
| 6M | +26.1% | -94.4% | +120.6% | +27.5% |
| YTD | +22.4% | -97.0% | +119.4% | +22.6% |
| 1Y | +44.7% | -98.9% | +143.6% | +42.8% |
| All | +84.3% | -99.4% | +183.7% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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