+544.2%
WMT vs RY
+351.1%
+193.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | +0.6% | +1.5% | +1.9% |
| 30D | +10.3% | +5.0% | +5.2% | +8.8% |
| 3M | +11.0% | -5.3% | +16.3% | +12.5% |
| 6M | -2.3% | +13.8% | -16.2% | -6.0% |
| YTD | +15.7% | +21.0% | -5.2% | +9.3% |
| 1Y | +26.0% | +40.5% | -14.5% | +13.9% |
| 3Y | +136.5% | +159.7% | -23.1% | +79.0% |
| 5Y | +176.8% | +124.3% | +52.5% | +116.4% |
| All | +544.2% | +351.1% | +193.1% | +319.5% |
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