+2,339.1%
WFC vs RY
+11,573.6%
-9,234.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.4% |
| 7D | +3.8% | +3.1% | +0.7% | +1.2% |
| 30D | +1.5% | -0.3% | +1.8% | +1.7% |
| 3M | +10.9% | +8.7% | +2.2% | +3.5% |
| 6M | +8.4% | +28.5% | -20.1% | -11.7% |
| YTD | -1.9% | +25.1% | -27.0% | -18.3% |
| 1Y | +12.3% | +46.3% | -33.9% | -17.5% |
| 3Y | +132.3% | +154.9% | -22.6% | +7.8% |
| 5Y | +130.1% | +140.3% | -10.2% | +12.6% |
| 10Y | +134.4% | +377.0% | -242.7% | -30.2% |
| All | +2,339.1% | +11,573.6% | -9,234.6% | +52.1% |
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