+1,425.2%
AMAT vs WING
+686.1%
+739.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.7% | +6.5% |
| 7D | +7.0% | -0.5% | +7.5% | +7.2% |
| 30D | -20.6% | +32.3% | -52.9% | -27.0% |
| 3M | -24.8% | +50.2% | -74.9% | -34.3% |
| 6M | -10.7% | +31.7% | -42.4% | -20.5% |
| YTD | +54.3% | -29.6% | +83.9% | +61.8% |
| 1Y | +73.7% | -29.7% | +103.4% | +81.7% |
| 3Y | +168.4% | -19.8% | +188.2% | +146.4% |
| 5Y | +167.6% | +3.1% | +164.5% | +110.6% |
| 10Y | +1,425.2% | +682.9% | +742.3% | +615.4% |
| All | +1,425.2% | +686.1% | +739.1% | +615.4% |
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