+421.1%
WMT vs RY
+377.5%
+43.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.5% | -2.9% | +0.4% | -1.7% |
| 30D | -6.4% | -2.0% | -4.4% | -5.9% |
| 3M | -12.1% | +4.9% | -17.0% | -13.4% |
| 6M | -15.0% | +26.1% | -41.1% | -20.5% |
| YTD | -4.5% | +22.4% | -26.9% | -10.1% |
| 1Y | +6.2% | +44.7% | -38.6% | -4.8% |
| 3Y | +99.9% | +155.7% | -55.8% | +51.9% |
| 5Y | +131.4% | +137.7% | -6.2% | +78.0% |
| All | +421.1% | +377.5% | +43.6% | +230.8% |
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