+562.2%
WPM vs RY
+360.6%
+201.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | +16.9% | -0.9% | +17.8% | +17.4% |
| 30D | +2.0% | +5.9% | -3.9% | -0.1% |
| 3M | +8.9% | -4.3% | +13.2% | +10.8% |
| 6M | +1.6% | +12.1% | -10.5% | -2.8% |
| YTD | +16.5% | +20.3% | -3.8% | +8.8% |
| 1Y | +42.2% | +41.0% | +1.2% | +25.6% |
| 3Y | +213.3% | +157.5% | +55.8% | +125.4% |
| 5Y | +249.9% | +123.2% | +126.7% | +161.0% |
| All | +562.2% | +360.6% | +201.6% | +337.6% |
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