+356.1%
SHW vs RY
+360.6%
-4.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | +3.5% | -0.9% | +4.4% | +4.2% |
| 30D | +9.2% | +5.9% | +3.4% | +5.7% |
| 3M | -5.1% | -4.3% | -0.8% | -2.6% |
| 6M | +6.8% | +12.1% | -5.3% | -0.2% |
| YTD | +7.0% | +20.3% | -13.3% | -4.4% |
| 1Y | +4.1% | +41.0% | -36.9% | -15.5% |
| 3Y | +41.1% | +157.5% | -116.5% | -20.9% |
| 5Y | +12.9% | +123.2% | -110.3% | -31.9% |
| All | +356.1% | +360.6% | -4.5% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling