+10,726.6%
WAT vs RY
+11,701.9%
-975.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.3% | +3.1% | -4.4% | -2.6% |
| 30D | +2.3% | -0.3% | +2.7% | +2.4% |
| 3M | +8.7% | +8.7% | +0.1% | +4.7% |
| 6M | +28.3% | +28.5% | -0.2% | +14.8% |
| YTD | +7.8% | +25.1% | -17.3% | -2.7% |
| 1Y | +36.6% | +46.3% | -9.7% | +15.1% |
| 3Y | +45.7% | +154.9% | -109.3% | -3.9% |
| 5Y | -3.3% | +140.3% | -143.6% | -34.6% |
| 10Y | +162.1% | +377.0% | -214.9% | +32.7% |
| All | +10,726.6% | +11,701.9% | -975.3% | +1,923.9% |
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