+147.8%
SW vs RY
+373.9%
-226.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -5.1% | +3.1% | -8.2% | -6.4% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | +9.4% | +8.7% | +0.7% | +5.3% |
| 6M | +3.5% | +28.5% | -25.0% | -7.4% |
| YTD | +22.0% | +25.1% | -3.1% | +10.3% |
| 1Y | +2.2% | +46.3% | -44.1% | -13.6% |
| 3Y | +19.6% | +154.9% | -135.3% | -19.5% |
| 5Y | -2.3% | +140.3% | -142.6% | -33.4% |
| All | +147.8% | +373.9% | -226.2% | +31.3% |
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 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