+203.0%
AMAT vs WING
-29.7%
+232.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -1.5% | -3.9% | +2.3% | -0.9% |
| 30D | -14.8% | -11.6% | -3.2% | -13.6% |
| 3M | -9.3% | -24.2% | +14.9% | -5.9% |
| 6M | +27.4% | -54.1% | +81.5% | +45.0% |
| YTD | +77.6% | -53.9% | +131.5% | +99.2% |
| 1Y | +188.9% | -64.4% | +253.3% | +242.1% |
| All | +203.0% | -29.7% | +232.7% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling