+15.3%
SHW vs RY
+140.8%
-125.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -3.2% | +3.1% | -6.3% | -5.0% |
| 30D | -9.5% | -0.3% | -9.2% | -9.5% |
| 3M | +11.5% | +8.7% | +2.8% | +6.1% |
| 6M | -3.5% | +28.5% | -32.1% | -16.6% |
| YTD | +3.7% | +25.1% | -21.4% | -9.2% |
| 1Y | -7.9% | +46.3% | -54.2% | -26.5% |
| 3Y | +24.7% | +154.9% | -130.2% | -28.7% |
| All | +15.3% | +140.8% | -125.5% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling