+358.7%
RY vs WING
+742.9%
-384.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.4% | -6.9% | +0.7% |
| 7D | -0.2% | +8.6% | -8.7% | -1.0% |
| 30D | +7.1% | +44.8% | -37.7% | +3.1% |
| 3M | -2.7% | +51.9% | -54.6% | -7.0% |
| 6M | +13.8% | +37.2% | -23.5% | +9.2% |
| YTD | +22.1% | -25.3% | +47.4% | +23.7% |
| 1Y | +43.1% | -25.1% | +68.2% | +44.7% |
| 3Y | +163.6% | -12.9% | +176.5% | +152.6% |
| 5Y | +126.2% | +12.0% | +114.2% | +104.5% |
| 10Y | +358.7% | +716.5% | -357.8% | +210.4% |
| All | +358.7% | +742.9% | -384.2% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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