+228.3%
WAT vs RY
+351.1%
-122.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | +5.4% | +5.0% | +0.4% | +2.3% |
| 3M | +11.3% | -5.3% | +16.6% | +15.0% |
| 6M | +37.4% | +13.8% | +23.6% | +25.9% |
| YTD | +21.2% | +21.0% | +0.2% | +6.6% |
| 1Y | +21.3% | +40.5% | -19.2% | -3.2% |
| 3Y | +83.4% | +159.7% | -76.3% | -2.3% |
| 5Y | +29.0% | +124.3% | -95.4% | -24.9% |
| All | +228.3% | +351.1% | -122.8% | +26.5% |
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