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  • SHW vs RY✓SelectedUSD · RYSHW vs RY performance historyLatest closeAs of+0.44%09/04
Stock and ETF performance explorer

SHW vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,707.8%
RY return
+11,573.6%
Excess return
-2,865.8%
Maximum drawdown
-52.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+0.4%-0.7%+1.1%+0.7%
7D-3.2%+3.1%-6.3%-4.6%
30D-9.5%-0.3%-9.2%-9.5%
3M+11.5%+8.7%+2.8%+7.4%
6M-3.5%+28.5%-32.1%-13.6%
YTD+3.7%+25.1%-21.4%-6.1%
1Y-7.9%+46.3%-54.2%-22.2%
3Y+24.7%+154.9%-130.2%-17.7%
5Y+13.6%+140.3%-126.7%-23.4%
10Y+283.0%+377.0%-94.1%+91.6%
All+8,707.8%+11,573.6%-2,865.8%+1,225.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling