+300.2%
NEM vs WING
+379.2%
-79.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | +7.8% | -0.5% | +8.3% | +7.8% |
| 3M | +36.3% | -23.9% | +60.1% | +38.6% |
| 6M | +6.6% | -48.9% | +55.4% | +11.4% |
| YTD | +27.1% | -53.3% | +80.5% | +33.5% |
| 1Y | +62.3% | -60.3% | +122.6% | +71.9% |
| 3Y | +245.1% | -30.1% | +275.2% | +235.7% |
| 5Y | +154.0% | -36.2% | +190.2% | +145.0% |
| All | +300.2% | +379.2% | -79.0% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling