+523.5%
WMT vs RY
+354.4%
+169.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.6% | -0.6% | +1.1% | +0.7% |
| 30D | +12.8% | +6.1% | +6.6% | +11.0% |
| 3M | +11.7% | -3.4% | +15.1% | +12.7% |
| 6M | -3.5% | +12.8% | -16.3% | -6.9% |
| YTD | +13.4% | +21.0% | -7.6% | +7.1% |
| 1Y | +23.6% | +40.5% | -16.8% | +11.8% |
| 3Y | +133.9% | +159.9% | -26.0% | +77.1% |
| 5Y | +170.1% | +125.0% | +45.1% | +111.0% |
| 10Y | +523.5% | +350.6% | +172.9% | +306.1% |
| All | +523.5% | +354.4% | +169.1% | +306.1% |
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 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