+1,221.5%
WDC vs RY
+371.9%
+849.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.5% |
| 7D | +1.7% | +3.1% | -1.4% | -1.4% |
| 30D | -10.0% | -0.3% | -9.6% | -9.5% |
| 3M | -18.8% | +8.7% | -27.4% | -25.0% |
| 6M | +79.0% | +28.5% | +50.5% | +40.2% |
| YTD | +171.6% | +25.1% | +146.4% | +118.2% |
| 1Y | +417.4% | +46.3% | +371.1% | +257.4% |
| 3Y | +1,251.8% | +154.9% | +1,096.9% | +429.3% |
| 5Y | +911.7% | +140.3% | +771.4% | +323.4% |
| All | +1,221.5% | +371.9% | +849.7% | +247.5% |
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