+35.3%
WAT vs RY
+123.9%
-88.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.5% |
| 7D | +3.4% | -0.6% | +4.0% | +3.8% |
| 30D | +9.6% | +6.1% | +3.5% | +5.5% |
| 3M | +15.5% | -3.4% | +18.8% | +17.8% |
| 6M | +33.9% | +12.8% | +21.1% | +22.9% |
| YTD | +25.2% | +21.0% | +4.2% | +9.3% |
| 1Y | +26.3% | +40.5% | -14.2% | -0.5% |
| 3Y | +85.8% | +159.9% | -74.1% | -6.2% |
| 5Y | +35.3% | +125.0% | -89.7% | -23.8% |
| All | +35.3% | +123.9% | -88.6% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling