+288.5%
AMGN vs WING
+405.9%
-117.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +1.1% | -3.9% | +5.0% | +1.5% |
| 30D | +7.8% | -11.6% | +19.4% | +8.9% |
| 3M | +27.3% | -24.2% | +51.4% | +30.0% |
| 6M | +16.8% | -54.1% | +70.9% | +24.9% |
| YTD | +36.3% | -53.9% | +90.2% | +44.9% |
| 1Y | +60.4% | -64.4% | +124.8% | +74.4% |
| 3Y | +86.3% | -30.2% | +116.5% | +83.4% |
| 5Y | +125.7% | -34.1% | +159.8% | +118.1% |
| 10Y | +247.0% | +342.1% | -95.1% | +139.1% |
| All | +288.5% | +405.9% | -117.4% | +151.3% |
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 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