+232.7%
AZN vs WING
+412.2%
-179.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.7% |
| 30D | -3.1% | -5.6% | +2.6% | -2.7% |
| 3M | -14.4% | -22.9% | +8.5% | -12.5% |
| 6M | -19.5% | -50.4% | +30.9% | -14.2% |
| YTD | -13.8% | -53.3% | +39.6% | -8.2% |
| 1Y | -2.4% | -61.2% | +58.8% | +5.7% |
| 3Y | +21.3% | -30.1% | +51.3% | +19.0% |
| 5Y | +53.6% | -35.0% | +88.7% | +47.4% |
| 10Y | +220.1% | +375.5% | -155.4% | +128.1% |
| All | +232.7% | +412.2% | -179.5% | +127.8% |
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