+40.5%
RY vs WTW
+6.3%
+34.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | +0.6% | +2.0% | -1.4% | +0.5% |
| 30D | +5.0% | +12.9% | -7.8% | +4.9% |
| 3M | -5.3% | +0.7% | -6.1% | -5.4% |
| 6M | +13.8% | +39.5% | -25.6% | +14.2% |
| YTD | +21.0% | +3.1% | +17.8% | +20.9% |
| 1Y | +40.5% | +4.8% | +35.7% | +40.1% |
| All | +40.5% | +6.3% | +34.2% | +40.1% |
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