+84.7%
WDC vs RY
+41.1%
+43.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.8% | +7.8% |
| 7D | -3.2% | -3.0% | -0.3% | +0.3% |
| 30D | -19.0% | +6.3% | -25.3% | -22.7% |
| 3M | -28.4% | -2.6% | -25.8% | -25.4% |
| 6M | -39.2% | +13.9% | -53.2% | -46.6% |
| YTD | +82.1% | +21.7% | +60.4% | +39.2% |
| 1Y | +84.7% | +40.4% | +44.2% | +18.4% |
| All | +84.7% | +41.1% | +43.5% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling