+112.0%
AMGN vs WING
-33.6%
+145.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -11.6% | -2.3% | -9.4% | -11.5% |
| 30D | -5.7% | -5.6% | 0.0% | -5.4% |
| 3M | +14.2% | -22.9% | +37.1% | +15.6% |
| 6M | +5.2% | -50.4% | +55.6% | +9.2% |
| YTD | +22.0% | -53.3% | +75.3% | +26.6% |
| 1Y | +43.6% | -61.2% | +104.9% | +50.5% |
| 3Y | +65.0% | -30.1% | +95.1% | +65.3% |
| 5Y | +112.0% | -35.0% | +147.1% | +106.5% |
| All | +112.0% | -33.6% | +145.7% | +106.5% |
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