+305.6%
WM vs RY
+373.9%
-68.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.3% | +3.1% | -3.4% | -1.6% |
| 30D | -2.4% | -0.3% | -2.0% | -2.3% |
| 3M | +0.4% | +8.7% | -8.2% | -3.4% |
| 6M | -9.5% | +28.5% | -38.0% | -19.3% |
| YTD | +0.5% | +25.1% | -24.6% | -9.5% |
| 1Y | -1.1% | +46.3% | -47.4% | -17.1% |
| 3Y | +46.0% | +154.9% | -108.9% | -7.3% |
| 5Y | +51.8% | +140.3% | -88.5% | -2.2% |
| All | +305.6% | +373.9% | -68.3% | +84.5% |
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