+126.5%
RY vs WING
+3.2%
+123.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.7% |
| 7D | -3.0% | -0.5% | -2.4% | -2.9% |
| 30D | +6.3% | +32.3% | -26.0% | +3.9% |
| 3M | -2.6% | +50.2% | -52.7% | -5.9% |
| 6M | +13.9% | +31.7% | -17.7% | +10.7% |
| YTD | +21.7% | -29.6% | +51.3% | +23.7% |
| 1Y | +40.4% | -29.7% | +70.2% | +42.6% |
| 3Y | +161.3% | -19.8% | +181.1% | +152.0% |
| 5Y | +126.5% | +3.1% | +123.4% | +104.2% |
| All | +126.5% | +3.2% | +123.3% | +104.2% |
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