+57.8%
WEC vs RY
+124.9%
-67.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.1% |
| 7D | +3.2% | -1.1% | +4.3% | +3.5% |
| 30D | +14.7% | +4.4% | +10.2% | +13.1% |
| 3M | +10.2% | -2.9% | +13.2% | +11.2% |
| 6M | +4.5% | +15.6% | -11.1% | -0.5% |
| YTD | +15.1% | +21.8% | -6.7% | +7.6% |
| 1Y | +9.4% | +42.6% | -33.2% | -3.2% |
| 3Y | +56.9% | +160.9% | -104.0% | +9.5% |
| All | +57.8% | +124.9% | -67.1% | +15.0% |
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