+373.8%
RY vs WTW
+198.0%
+175.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.2% | -5.7% | +3.5% | -0.3% |
| 30D | -3.6% | -7.3% | +3.7% | -1.3% |
| 3M | +3.9% | +21.5% | -17.5% | -3.1% |
| 6M | +26.4% | +9.6% | +16.8% | +21.2% |
| YTD | +22.3% | -3.3% | +25.6% | +21.8% |
| 1Y | +43.7% | -6.1% | +49.8% | +44.4% |
| 3Y | +154.0% | +61.8% | +92.1% | +102.2% |
| 5Y | +137.6% | +42.7% | +94.9% | +96.1% |
| All | +373.8% | +198.0% | +175.8% | +198.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling