+37.3%
AMCR vs WING
+412.2%
-375.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -2.8% |
| 7D | -6.3% | -2.3% | -4.0% | -6.1% |
| 30D | -7.1% | -5.6% | -1.5% | -6.8% |
| 3M | +12.7% | -22.9% | +35.6% | +15.2% |
| 6M | +5.2% | -50.4% | +55.6% | +11.6% |
| YTD | +8.1% | -53.3% | +61.4% | +14.8% |
| 1Y | +11.7% | -61.2% | +72.9% | +20.4% |
| 3Y | +9.9% | -30.1% | +40.0% | +7.5% |
| 5Y | -8.7% | -35.0% | +26.4% | -13.0% |
| 10Y | +16.8% | +375.5% | -358.7% | -0.2% |
| All | +37.3% | +412.2% | -375.0% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling