+345.7%
WM vs RY
+366.5%
-20.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +2.4% |
| 7D | +4.5% | -1.1% | +5.6% | +4.9% |
| 30D | +16.1% | +4.4% | +11.6% | +13.9% |
| 3M | +8.0% | -2.9% | +11.0% | +9.2% |
| 6M | +8.4% | +15.6% | -7.2% | +1.3% |
| YTD | +11.2% | +21.8% | -10.6% | +1.2% |
| 1Y | +22.3% | +42.6% | -20.3% | +3.5% |
| 3Y | +50.2% | +160.9% | -110.7% | -5.8% |
| 5Y | +63.3% | +126.1% | -62.8% | +8.3% |
| All | +345.7% | +366.5% | -20.9% | +112.4% |
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