+4,138.4%
WAB vs RY
+11,121.0%
-6,982.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.6% |
| 7D | +1.4% | -0.9% | +2.3% | +2.0% |
| 30D | +0.4% | +5.9% | -5.5% | -2.8% |
| 3M | -3.8% | -4.3% | +0.4% | -1.5% |
| 6M | +5.1% | +12.1% | -7.0% | -1.8% |
| YTD | +33.3% | +20.3% | +13.1% | +19.6% |
| 1Y | +39.8% | +41.0% | -1.2% | +14.5% |
| 3Y | +161.1% | +157.5% | +3.5% | +50.3% |
| 5Y | +209.5% | +123.2% | +86.3% | +93.2% |
| 10Y | +293.8% | +365.7% | -71.8% | +67.9% |
| All | +4,138.4% | +11,121.0% | -6,982.7% | +732.6% |
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