+123.3%
RY vs WING
+4.1%
+119.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -0.9% | +9.0% | -9.9% | -1.5% |
| 30D | +5.9% | +39.9% | -34.1% | +3.1% |
| 3M | -4.3% | +40.4% | -44.7% | -7.0% |
| 6M | +12.1% | +12.9% | -0.8% | +10.3% |
| YTD | +20.3% | -31.1% | +51.3% | +22.4% |
| 1Y | +41.0% | -32.7% | +73.7% | +43.7% |
| 3Y | +157.5% | -19.8% | +177.3% | +148.2% |
| All | +123.3% | +4.1% | +119.3% | +101.5% |
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