-11.6%
AMCR vs WING
-33.2%
+21.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.5% | -2.1% |
| 7D | -6.3% | +7.2% | -13.5% | -6.9% |
| 30D | -7.8% | +4.8% | -12.6% | -8.3% |
| 3M | +7.5% | -23.7% | +31.2% | +9.8% |
| 6M | +2.7% | -43.6% | +46.3% | +7.4% |
| YTD | +6.0% | -50.6% | +56.6% | +11.7% |
| 1Y | +7.8% | -57.0% | +64.8% | +14.6% |
| 3Y | +5.8% | -28.3% | +34.1% | +0.8% |
| All | -11.6% | -33.2% | +21.6% | -23.5% |
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