+266.4%
WAB vs RY
+360.9%
-94.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.9% |
| 7D | +1.4% | -0.9% | +2.3% | +2.2% |
| 30D | +0.4% | +5.9% | -5.5% | -4.1% |
| 3M | -3.8% | -4.3% | +0.4% | -0.6% |
| 6M | +5.1% | +12.1% | -7.0% | -4.9% |
| YTD | +33.3% | +20.3% | +13.1% | +13.7% |
| 1Y | +39.8% | +41.0% | -1.2% | +4.5% |
| 3Y | +161.1% | +157.5% | +3.5% | +15.0% |
| 5Y | +209.5% | +123.2% | +86.3% | +52.8% |
| All | +266.4% | +360.9% | -94.4% | +16.0% |
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 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