+165.9%
WWD vs RY
+124.9%
+41.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 3M | -17.7% | -2.9% | -14.8% | -16.0% |
| 6M | -15.9% | +15.6% | -31.5% | -24.2% |
| YTD | +1.8% | +21.8% | -20.1% | -11.4% |
| 1Y | +17.4% | +42.6% | -25.2% | -7.6% |
| 3Y | +137.1% | +160.9% | -23.8% | +23.2% |
| All | +165.9% | +124.9% | +41.0% | +48.5% |
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