+13.7%
WBD vs RY
+372.5%
-358.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | +3.9% | -1.9% | +5.8% | +5.4% |
| 3M | +5.1% | +5.1% | -0.1% | 0.0% |
| 6M | +0.6% | +28.2% | -27.6% | -20.2% |
| YTD | -3.2% | +22.9% | -26.0% | -20.5% |
| 1Y | +127.7% | +45.5% | +82.2% | +60.4% |
| 3Y | +146.6% | +156.7% | -10.1% | +5.3% |
| 5Y | +4.2% | +137.7% | -133.5% | -51.7% |
| 10Y | +13.7% | +375.5% | -361.8% | -65.4% |
| All | +13.7% | +372.5% | -358.9% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling