+278.3%
SHW vs RY
+371.6%
-93.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | -1.2% | +2.7% | -3.9% | -2.8% |
| 30D | -11.6% | -1.0% | -10.6% | -11.2% |
| 3M | +9.1% | +7.6% | +1.5% | +4.3% |
| 6M | -0.7% | +29.5% | -30.1% | -14.9% |
| YTD | +1.4% | +24.2% | -22.8% | -11.2% |
| 1Y | -12.3% | +46.4% | -58.7% | -30.5% |
| 3Y | +23.4% | +159.4% | -136.0% | -31.3% |
| 5Y | +15.0% | +141.8% | -126.8% | -34.0% |
| 10Y | +278.3% | +373.9% | -95.6% | +34.9% |
| All | +278.3% | +371.6% | -93.4% | +34.9% |
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