-19.8%
WY vs RY
+139.4%
-159.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -9.9% | -1.9% | -8.0% | -9.0% |
| 3M | -7.5% | +5.1% | -12.6% | -10.9% |
| 6M | -5.1% | +28.2% | -33.3% | -19.5% |
| YTD | -2.1% | +22.9% | -25.0% | -14.9% |
| 1Y | -7.3% | +45.5% | -52.8% | -28.1% |
| 3Y | -22.6% | +156.7% | -179.3% | -60.5% |
| 5Y | -19.8% | +137.7% | -157.5% | -57.1% |
| All | -19.8% | +139.4% | -159.2% | -57.1% |
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