+1,315.3%
AMAT vs WING
+742.9%
+572.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.4% | +3.0% | +9.0% |
| 7D | -1.1% | +8.6% | -9.6% | -3.2% |
| 30D | -26.9% | +44.8% | -71.7% | -34.5% |
| 3M | -31.2% | +51.9% | -83.1% | -40.1% |
| 6M | -14.7% | +37.2% | -51.9% | -24.8% |
| YTD | +44.7% | -25.3% | +70.0% | +49.4% |
| 1Y | +62.0% | -25.1% | +87.0% | +66.5% |
| 3Y | +165.0% | -12.9% | +177.9% | +137.5% |
| 5Y | +147.1% | +12.0% | +135.1% | +89.7% |
| 10Y | +1,315.3% | +716.5% | +598.8% | +549.8% |
| All | +1,315.3% | +742.9% | +572.4% | +549.8% |
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