+87.0%
RY vs WETO
-99.4%
+186.4%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +2.7% | -57.2% | +60.0% | +2.5% |
| 30D | -1.0% | -48.8% | +47.8% | -0.6% |
| 3M | +7.6% | -97.7% | +105.3% | +7.1% |
| 6M | +29.5% | -94.3% | +123.8% | +30.9% |
| YTD | +24.2% | -97.0% | +121.2% | +24.4% |
| 1Y | +46.4% | -98.9% | +145.3% | +44.3% |
| All | +87.0% | -99.4% | +186.4% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling