+137.7%
RY vs WTW
+45.2%
+92.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | -0.2% |
| 7D | -0.5% | -7.1% | +6.6% | +1.1% |
| 30D | -1.9% | -8.5% | +6.7% | 0.0% |
| 3M | +5.1% | +20.6% | -15.4% | +0.3% |
| 6M | +28.2% | +7.2% | +21.0% | +25.3% |
| YTD | +22.9% | -3.9% | +26.7% | +23.2% |
| 1Y | +45.5% | -3.6% | +49.1% | +45.5% |
| 3Y | +156.7% | +60.7% | +96.0% | +110.7% |
| 5Y | +137.7% | +42.2% | +95.6% | +97.8% |
| All | +137.7% | +45.2% | +92.5% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling