+2,028.9%
WM vs RY
+11,602.4%
-9,573.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.6% |
| 7D | +5.9% | +2.5% | +3.5% | +5.0% |
| 30D | +15.4% | +8.4% | +7.0% | +12.1% |
| 3M | +6.3% | +1.2% | +5.1% | +5.7% |
| 6M | +5.6% | +19.4% | -13.8% | -1.2% |
| YTD | +9.9% | +25.4% | -15.5% | +0.7% |
| 1Y | +20.8% | +46.7% | -25.9% | +4.5% |
| 3Y | +48.5% | +168.6% | -120.1% | +2.2% |
| 5Y | +60.6% | +132.3% | -71.7% | +15.5% |
| 10Y | +349.8% | +385.7% | -35.9% | +145.8% |
| All | +2,028.9% | +11,602.4% | -9,573.5% | +419.1% |
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