+155.1%
RY vs WTW
+60.9%
+94.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | -0.7% |
| 7D | -0.5% | -7.1% | +6.6% | +0.3% |
| 30D | -1.9% | -8.5% | +6.7% | -1.0% |
| 3M | +5.1% | +20.6% | -15.4% | +2.8% |
| 6M | +28.2% | +7.2% | +21.0% | +26.9% |
| YTD | +22.9% | -3.9% | +26.7% | +23.4% |
| 1Y | +45.5% | -3.6% | +49.1% | +45.9% |
| All | +155.1% | +60.9% | +94.2% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling