+132.8%
AMAT vs WING
-18.5%
+151.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.4% | -13.4% |
| 7D | -24.3% | +14.0% | -38.3% | -25.8% |
| 30D | -39.8% | +47.7% | -87.5% | -43.4% |
| 3M | -40.2% | +34.2% | -74.4% | -43.3% |
| 6M | -22.1% | +13.6% | -35.7% | -24.6% |
| YTD | +24.7% | -30.0% | +54.7% | +30.8% |
| 1Y | +33.3% | -33.9% | +67.2% | +41.4% |
| All | +132.8% | -18.5% | +151.3% | +90.9% |
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