+313.7%
AMGN vs WING
+637.4%
-323.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | -2.5% | +3.6% | +1.3% |
| 30D | +9.3% | +29.5% | -20.2% | +6.5% |
| 3M | +12.1% | +40.2% | -28.1% | +8.1% |
| 6M | +40.3% | +32.7% | +7.6% | +35.3% |
| YTD | +45.2% | -32.8% | +78.0% | +48.4% |
| 1Y | +42.4% | -31.7% | +74.2% | +45.2% |
| 3Y | +91.0% | -24.7% | +115.8% | +87.3% |
| 5Y | +157.4% | -0.5% | +157.9% | +138.7% |
| 10Y | +321.0% | +647.5% | -326.5% | +171.8% |
| All | +313.7% | +637.4% | -323.7% | +157.4% |
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