+283.6%
WAB vs RY
+371.9%
-88.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.3% |
| 7D | -3.2% | +3.1% | -6.3% | -5.7% |
| 30D | -4.4% | -0.3% | -4.1% | -4.3% |
| 3M | +7.9% | +8.7% | -0.8% | +0.4% |
| 6M | +8.7% | +28.5% | -19.8% | -11.8% |
| YTD | +33.0% | +25.1% | +7.9% | +9.9% |
| 1Y | +46.7% | +46.3% | +0.4% | +6.4% |
| 3Y | +153.0% | +154.9% | -1.9% | +12.6% |
| 5Y | +222.3% | +140.3% | +82.0% | +49.4% |
| All | +283.6% | +371.9% | -88.3% | +6.5% |
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