+117.1%
AMAT vs WING
+7.0%
+110.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.4% | -13.3% |
| 7D | -24.3% | +14.0% | -38.3% | -26.7% |
| 30D | -39.8% | +47.7% | -87.5% | -45.4% |
| 3M | -40.2% | +34.2% | -74.4% | -45.1% |
| 6M | -22.1% | +13.6% | -35.7% | -26.5% |
| YTD | +24.7% | -30.0% | +54.7% | +31.3% |
| 1Y | +33.3% | -33.9% | +67.2% | +42.3% |
| 3Y | +133.9% | -18.7% | +152.6% | +112.6% |
| 5Y | +117.1% | +5.5% | +111.5% | +73.6% |
| All | +117.1% | +7.0% | +110.0% | +73.6% |
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