Growth Sleeve Command Center

💱 WS Portfolio Total (CAD) — recommended

Copy the total from WS at the moment of CSV export. The app will derive the exact implied rate automatically.

💱 USD/CAD Rate — fallback if no WS total above

📁 Holdings Report CSV

How to export:
Most brokerages: Accounts → Holdings → Export / Download CSV
Wealthsimple: Reports → Holdings Report → Download
Questrade: Accounts → Holdings → Export CSV

Auto-detected brokerages:
Wealthsimple · Questrade · TD Direct · RBC Direct · IBKR Features:
Benchmark chart · Conviction scores · Rebalancing engine
Tax placement advisor · Contribution planner

Price data: Fetched from Yahoo Finance, cached 24h

Portfolio Performance time-weighted returns from snapshot history

Cumulative Return ⓘ

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since first snapshot

Annualised Return ⓘ

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requires 365+ days

Return Volatility

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period-to-period

Best Period

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Worst Period

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Contribution Analysis ⓘ

Period Returns

Date	Period Return	Cumulative Return	Portfolio Value
Load portfolio and accumulate snapshots to view return series

Portfolio History saved on each import

Portfolio Value (CAD)

Date	Value (CAD)	Change	Change %	Cash %	Holdings	Top 3 Positions
No snapshots yet -- import a CSV to start tracking

Portfolio Allocation

Ticker	Account	Shares	Price (CAD)	Value (CAD)	Current %	Flag
Import a Holdings Report CSV to view allocation

Rule-Based Alerts

✅ Import a portfolio to see alerts

Performance vs Benchmark

Portfolio Return

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Benchmark Return

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Excess Return (α)

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ℹ️ Held-static model: chart assumes your current positions were held for the entire period. It does not reflect actual purchase dates, contributions, or withdrawals. For your real return, check your broker's Performance or Returns section. Shorter periods (1M, 3M) are more reliable than 1Y.

Sector Exposure portfolio vs TSX benchmark

Sector	Portfolio %	TSX Bench %	Drift	Holdings
Import portfolio to view

GICS classification. TSX benchmark = XIC approximate weights (2025). Drift = Portfolio weight minus Benchmark weight. Overweight shown in red, underweight in blue.

Risk Analytics position-level variance decomposition

Risk Contribution % share of portfolio variance

Ticker	Weight	Vol (3M)	Corr to Port	Risk Contrib
Import portfolio with price data to view

Risk Contrib = w_i × cov(r_i, r_port) / var(r_port). Values sum to 100%. A position with high weight but low correlation contributes less risk than its size implies.

Correlation Analysis 63-day pairwise log-returns

Import portfolio with price data to view

Conviction + Leadership

Momentum 40% · Rel. Strength 40% · Drawdown 20%

Conviction scores momentum, RS, and drawdown resilience. Leadership scores RS 3M/6M, proximity to 52W high, trend structure, and drawdown resilience across the full universe. Action blends both. Neither is a return forecast.

Ticker	Mom 6M	Rel. Str.	Drawdown	Vol 3M	Conviction	RS 3M	RS 6M	Near High	Trend	Leadership	Action	Signal	Current %	Flag
Load a portfolio to compute conviction scores

Quality Score Dashboard conviction & leadership visualised · position-weighted

Allocation Manager current vs target — edit targets inline — band adjusts for target size and realized volatility 0.00%

Ticker Current Target slider Target / Band Drift bar Drift % / $ Status

Rebalancing Engine

Tax Placement Advisor

ℹ️Import a portfolio to see tax placement recommendations.

Portfolio Rationalisation cut to optimal size · auto-populate watchlist with top candidates

Keep scores blend conviction, leadership, action signal, and risk efficiency — not a sell recommendation.

Target holdings:

Watchlist

Score candidates before you buy

Ticker	Mom 6M	Rel. Str.	Drawdown	Vol 3M	Conv /100	RS 3M	RS 6M	Near High	Trend	Leadership	Signal	vs Port Avg
Add tickers above to score them against your benchmark

📊 Growth Sleeve Command Center

⚙️ Configuration