+11,882.3%
WAT vs RY
+11,391.0%
+491.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.8% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | +3.8% | +4.4% | -0.6% | +1.9% |
| 3M | +13.3% | -2.9% | +16.2% | +14.6% |
| 6M | +32.2% | +15.6% | +16.6% | +23.8% |
| YTD | +19.3% | +21.8% | -2.5% | +9.0% |
| 1Y | +21.8% | +42.6% | -20.8% | +3.8% |
| 3Y | +73.9% | +160.9% | -87.0% | +13.7% |
| 5Y | +32.1% | +126.1% | -94.0% | -8.2% |
| 10Y | +228.2% | +371.7% | -143.5% | +67.1% |
| All | +11,882.3% | +11,391.0% | +491.3% | +2,165.8% |
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 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