+129.7%
WMT vs RY
+140.3%
-10.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | +0.1% | +2.7% | -2.6% | -0.6% |
| 30D | -5.0% | -1.0% | -4.0% | -4.7% |
| 3M | -11.3% | +7.6% | -18.9% | -13.1% |
| 6M | -13.8% | +29.5% | -43.3% | -19.9% |
| YTD | -4.2% | +24.2% | -28.4% | -10.1% |
| 1Y | +4.6% | +46.4% | -41.8% | -6.6% |
| 3Y | +100.5% | +159.4% | -58.9% | +51.7% |
| 5Y | +129.7% | +141.8% | -12.2% | +74.9% |
| All | +129.7% | +140.3% | -10.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling