+5,325.4%
WMT vs RY
+11,121.0%
-5,795.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 3M | +12.3% | -4.3% | +16.5% | +13.6% |
| 6M | -3.1% | +12.1% | -15.2% | -6.3% |
| YTD | +13.4% | +20.3% | -6.9% | +7.3% |
| 1Y | +24.5% | +41.0% | -16.5% | +12.7% |
| 3Y | +135.7% | +157.5% | -21.8% | +79.7% |
| 5Y | +166.8% | +123.2% | +43.6% | +109.9% |
| 10Y | +543.4% | +365.7% | +177.8% | +304.3% |
| All | +5,325.4% | +11,121.0% | -5,795.6% | +1,286.8% |
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