+5,235.4%
WDC vs RY
+11,121.0%
-5,885.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.5% |
| 7D | -28.0% | -0.9% | -27.1% | -27.4% |
| 30D | -34.9% | +5.9% | -40.8% | -37.4% |
| 3M | -41.6% | -4.3% | -37.3% | -39.7% |
| 6M | -45.4% | +12.1% | -57.5% | -49.6% |
| YTD | +53.3% | +20.3% | +33.0% | +35.1% |
| 1Y | +61.5% | +41.0% | +20.5% | +27.7% |
| 3Y | +712.3% | +157.5% | +554.8% | +320.8% |
| 5Y | +524.2% | +123.2% | +401.0% | +260.0% |
| 10Y | +616.5% | +365.7% | +250.8% | +163.5% |
| All | +5,235.4% | +11,121.0% | -5,885.6% | +403.1% |
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