+3,210.6%
RY vs WTW
+1,181.4%
+2,029.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | +0.6% | +2.0% | -1.4% | -0.1% |
| 30D | +5.0% | +12.9% | -7.8% | +0.6% |
| 3M | -5.3% | +0.7% | -6.1% | -5.8% |
| 6M | +13.8% | +39.5% | -25.6% | +0.6% |
| YTD | +21.0% | +3.1% | +17.8% | +17.3% |
| 1Y | +40.5% | +4.8% | +35.7% | +35.4% |
| 3Y | +159.7% | +42.9% | +116.7% | +120.6% |
| 5Y | +124.3% | +55.3% | +69.1% | +82.4% |
| 10Y | +351.6% | +217.2% | +134.5% | +175.3% |
| All | +3,210.6% | +1,181.4% | +2,029.1% | +1,509.1% |
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