+19.3%
WAT vs RY
+39.8%
-20.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +2.0% | -0.5% | +2.6% | +2.2% |
| 30D | +7.7% | +4.7% | +2.9% | +5.9% |
| 3M | +11.1% | -4.5% | +15.5% | +13.1% |
| 6M | +31.2% | +12.5% | +18.7% | +23.0% |
| YTD | +21.7% | +21.1% | +0.5% | +9.7% |
| 1Y | +19.3% | +38.6% | -19.3% | -2.5% |
| All | +19.3% | +39.8% | -20.4% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling