+5,326.7%
WMT vs RY
+11,191.3%
-5,864.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 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% | +7.2% |
| 1Y | +23.6% | +40.5% | -16.8% | +12.0% |
| 3Y | +133.9% | +159.9% | -26.0% | +77.9% |
| 5Y | +170.1% | +125.0% | +45.1% | +112.0% |
| 10Y | +523.5% | +350.6% | +172.9% | +295.3% |
| All | +5,326.7% | +11,191.3% | -5,864.6% | +1,284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling