+56.4%
AZN vs WING
-35.5%
+91.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +0.6% | -0.5% | +1.0% | +0.5% |
| 3M | -10.8% | -23.9% | +13.1% | -9.3% |
| 6M | -18.1% | -48.9% | +30.8% | -14.5% |
| YTD | -12.3% | -53.3% | +41.1% | -8.3% |
| 1Y | -0.2% | -60.3% | +60.1% | +5.5% |
| 3Y | +23.4% | -30.1% | +53.5% | +21.7% |
| 5Y | +56.4% | -36.2% | +92.6% | +48.8% |
| All | +56.4% | -35.5% | +91.9% | +48.8% |
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 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