+12,001.8%
WAT vs RY
+11,244.3%
+757.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | +5.0% | +5.9% | -0.9% | +2.4% |
| 3M | +14.5% | -4.3% | +18.8% | +16.6% |
| 6M | +30.9% | +12.1% | +18.8% | +24.2% |
| YTD | +20.5% | +20.3% | +0.2% | +10.7% |
| 1Y | +23.3% | +41.0% | -17.7% | +5.6% |
| 3Y | +81.5% | +157.5% | -76.1% | +19.3% |
| 5Y | +33.4% | +123.2% | -89.8% | -6.8% |
| 10Y | +231.5% | +365.7% | -134.2% | +69.7% |
| All | +12,001.8% | +11,244.3% | +757.5% | +2,201.1% |
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