+43.3%
AMAT vs WING
-35.4%
+78.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.3% |
| 7D | -14.7% | +9.0% | -23.8% | -15.0% |
| 30D | -36.1% | +39.9% | -76.0% | -37.1% |
| 3M | -36.9% | +40.4% | -77.3% | -38.1% |
| 6M | -22.2% | +12.9% | -35.1% | -22.2% |
| YTD | +29.9% | -31.1% | +61.0% | +34.7% |
| 1Y | +43.3% | -32.7% | +76.0% | +48.7% |
| All | +43.3% | -35.4% | +78.7% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling