+54.5%
WEC vs RY
+122.0%
-67.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | +12.3% | +5.9% | +6.4% | +10.3% |
| 3M | +8.3% | -4.3% | +12.5% | +9.6% |
| 6M | +3.5% | +12.1% | -8.7% | -0.5% |
| YTD | +12.7% | +20.3% | -7.5% | +5.8% |
| 1Y | +8.2% | +41.0% | -32.8% | -4.0% |
| 3Y | +55.9% | +157.5% | -101.7% | +9.2% |
| All | +54.5% | +122.0% | -67.5% | +13.0% |
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