+141.9%
RY vs WING
-34.0%
+175.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +3.1% | -3.9% | +7.0% | +3.4% |
| 30D | -0.3% | -11.6% | +11.3% | +0.4% |
| 3M | +8.7% | -24.2% | +32.9% | +10.5% |
| 6M | +28.5% | -54.1% | +82.6% | +35.6% |
| YTD | +25.1% | -53.9% | +79.0% | +31.4% |
| 1Y | +46.3% | -64.4% | +110.6% | +56.6% |
| 3Y | +154.9% | -30.2% | +185.1% | +147.1% |
| All | +141.9% | -34.0% | +175.9% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling