+3,230.7%
RY vs WTW
+1,177.0%
+2,053.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -3.0% | -0.9% | -2.0% | -2.7% |
| 30D | +6.3% | +12.0% | -5.7% | +2.1% |
| 3M | -2.6% | -2.1% | -0.5% | -2.2% |
| 6M | +13.9% | +34.8% | -20.8% | +1.9% |
| YTD | +21.7% | +2.7% | +18.9% | +18.2% |
| 1Y | +40.4% | +5.1% | +35.3% | +35.2% |
| 3Y | +161.3% | +44.4% | +116.9% | +121.2% |
| 5Y | +126.5% | +55.1% | +71.3% | +84.2% |
| 10Y | +354.3% | +216.1% | +138.3% | +177.3% |
| All | +3,230.7% | +1,177.0% | +2,053.7% | +1,521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling