+9,111.6%
SHW vs RY
+11,266.1%
-2,154.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.7% |
| 7D | +5.7% | -1.1% | +6.8% | +6.3% |
| 30D | +8.7% | +4.4% | +4.2% | +6.7% |
| 3M | -5.4% | -2.9% | -2.4% | -4.1% |
| 6M | +12.2% | +15.6% | -3.3% | +5.4% |
| YTD | +8.5% | +21.8% | -13.3% | -0.6% |
| 1Y | +4.9% | +42.6% | -37.7% | -10.3% |
| 3Y | +42.8% | +160.9% | -118.0% | -6.5% |
| 5Y | +14.5% | +126.1% | -111.6% | -20.7% |
| 10Y | +373.0% | +371.7% | +1.3% | +138.2% |
| All | +9,111.6% | +11,266.1% | -2,154.4% | +1,303.3% |
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 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