+379.3%
RY vs WING
+656.3%
-277.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -0.9% | +9.0% | -9.9% | -1.8% |
| 30D | +5.9% | +39.9% | -34.1% | +2.2% |
| 3M | -4.3% | +40.4% | -44.7% | -8.0% |
| 6M | +12.1% | +12.9% | -0.8% | +9.6% |
| YTD | +20.3% | -31.1% | +51.3% | +22.9% |
| 1Y | +41.0% | -32.7% | +73.7% | +44.2% |
| 3Y | +157.5% | -19.8% | +177.3% | +148.9% |
| 5Y | +123.2% | +4.0% | +119.2% | +103.1% |
| 10Y | +365.7% | +684.4% | -318.7% | +204.8% |
| All | +379.3% | +656.3% | -277.0% | +205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling