+193.2%
WEC vs RY
+355.6%
-162.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.5% | -3.0% | +2.4% | +0.5% |
| 30D | +12.0% | +6.3% | +5.7% | +9.7% |
| 3M | +11.1% | -2.6% | +13.7% | +12.0% |
| 6M | +6.0% | +13.9% | -8.0% | +1.1% |
| YTD | +14.3% | +21.7% | -7.4% | +6.3% |
| 1Y | +8.0% | +40.4% | -32.5% | -4.6% |
| 3Y | +62.8% | +161.3% | -98.5% | +13.6% |
| 5Y | +55.3% | +126.5% | -71.2% | +13.1% |
| 10Y | +193.2% | +354.3% | -161.2% | +50.6% |
| All | +193.2% | +355.6% | -162.5% | +50.6% |
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