+46.3%
RY vs WTW
+3.0%
+43.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | +3.1% | -2.6% | +5.7% | +3.1% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | +8.7% | +29.9% | -21.3% | +9.1% |
| 6M | +28.5% | +10.7% | +17.8% | +28.5% |
| YTD | +25.1% | +2.6% | +22.5% | +24.9% |
| 1Y | +46.3% | +2.8% | +43.5% | +46.2% |
| All | +46.3% | +3.0% | +43.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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