+129.3%
WFC vs RY
+140.8%
-11.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.5% |
| 7D | +3.8% | +3.1% | +0.7% | +1.0% |
| 30D | +1.5% | -0.3% | +1.8% | +1.7% |
| 3M | +10.9% | +8.7% | +2.2% | +2.9% |
| 6M | +8.4% | +28.5% | -20.1% | -13.1% |
| YTD | -1.9% | +25.1% | -27.0% | -19.5% |
| 1Y | +12.3% | +46.3% | -33.9% | -19.5% |
| 3Y | +132.3% | +154.9% | -22.6% | -1.3% |
| All | +129.3% | +140.8% | -11.4% | +4.6% |
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 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