+1,846.2%
WM vs RY
+11,573.6%
-9,727.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +3.1% | -3.4% | -1.4% |
| 30D | -2.4% | -0.3% | -2.0% | -2.3% |
| 3M | +0.4% | +8.7% | -8.2% | -2.7% |
| 6M | -9.5% | +28.5% | -38.0% | -17.6% |
| YTD | +0.5% | +25.1% | -24.6% | -7.8% |
| 1Y | -1.1% | +46.3% | -47.4% | -14.3% |
| 3Y | +46.0% | +154.9% | -108.9% | +2.4% |
| 5Y | +51.8% | +140.3% | -88.5% | +7.9% |
| 10Y | +307.5% | +377.0% | -69.5% | +124.2% |
| All | +1,846.2% | +11,573.6% | -9,727.4% | +375.4% |
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 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