+135.7%
WMT vs RY
+155.6%
-19.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +16.1% | +5.9% | +10.2% | +14.5% |
| 3M | +12.3% | -4.3% | +16.5% | +13.4% |
| 6M | -3.1% | +12.1% | -15.2% | -6.3% |
| YTD | +13.4% | +20.3% | -6.9% | +7.2% |
| 1Y | +24.5% | +41.0% | -16.5% | +11.5% |
| 3Y | +135.7% | +157.5% | -21.8% | +77.7% |
| All | +135.7% | +155.6% | -19.9% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling