+138.2%
WWD vs RY
+158.9%
-20.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -4.0% |
| 7D | -2.6% | -1.1% | -1.5% | -1.8% |
| 30D | -7.7% | +4.4% | -12.2% | -10.4% |
| 3M | -17.7% | -2.9% | -14.8% | -16.0% |
| 6M | -15.9% | +15.6% | -31.5% | -24.0% |
| YTD | +1.8% | +21.8% | -20.1% | -11.3% |
| 1Y | +17.4% | +42.6% | -25.2% | -6.1% |
| All | +138.2% | +158.9% | -20.7% | +43.0% |
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