+2,327.9%
WEC vs RY
+11,121.0%
-8,793.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +12.3% | +5.9% | +6.4% | +10.8% |
| 3M | +8.3% | -4.3% | +12.5% | +9.3% |
| 6M | +3.5% | +12.1% | -8.7% | +0.6% |
| YTD | +12.7% | +20.3% | -7.5% | +7.7% |
| 1Y | +8.2% | +41.0% | -32.8% | -0.4% |
| 3Y | +55.9% | +157.5% | -101.7% | +24.2% |
| 5Y | +51.2% | +123.2% | -71.9% | +24.0% |
| 10Y | +177.6% | +365.7% | -188.1% | +90.8% |
| All | +2,327.9% | +11,121.0% | -8,793.1% | +954.8% |
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