+147.1%
AMAT vs WING
+0.4%
+146.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | -2.5% | +13.9% | +12.1% |
| 30D | -17.0% | +29.5% | -46.6% | -22.3% |
| 3M | -30.6% | +40.2% | -70.8% | -37.0% |
| 6M | -14.9% | +32.7% | -47.7% | -23.1% |
| YTD | +44.7% | -32.8% | +77.5% | +53.8% |
| 1Y | +66.9% | -31.7% | +98.6% | +76.0% |
| 3Y | +153.3% | -24.7% | +178.0% | +135.3% |
| All | +147.1% | +0.4% | +146.7% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling