+442.3%
WELL vs RY
+351.1%
+91.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | +5.7% | +5.0% | +0.6% | +2.0% |
| 3M | +4.6% | -5.3% | +9.9% | +8.4% |
| 6M | +11.9% | +13.8% | -2.0% | +1.1% |
| YTD | +33.6% | +21.0% | +12.6% | +15.1% |
| 1Y | +29.8% | +40.5% | -10.7% | -0.1% |
| 3Y | +202.2% | +159.7% | +42.5% | +42.0% |
| 5Y | +223.2% | +124.3% | +98.9% | +67.9% |
| All | +442.3% | +351.1% | +91.2% | +76.3% |
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