+4.7%
WBD vs RY
+142.1%
-137.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | -1.8% | +3.1% | -4.9% | -4.9% |
| 30D | +8.8% | -0.3% | +9.1% | +8.9% |
| 3M | +4.6% | +8.7% | -4.0% | -4.8% |
| 6M | +1.1% | +28.5% | -27.5% | -23.9% |
| YTD | -2.0% | +25.1% | -27.1% | -24.3% |
| 1Y | +140.0% | +46.3% | +93.7% | +54.7% |
| 3Y | +144.4% | +154.9% | -10.6% | -18.0% |
| All | +4.7% | +142.1% | -137.4% | -62.8% |
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