+515.2%
NEM vs WING
+637.7%
-122.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.6% |
| 7D | -5.9% | -3.9% | -2.0% | -5.6% |
| 30D | -2.6% | +26.6% | -29.2% | -4.2% |
| 3M | -4.2% | +42.5% | -46.7% | -6.9% |
| 6M | -5.5% | +29.4% | -34.9% | -7.7% |
| YTD | +13.5% | -32.8% | +46.3% | +15.8% |
| 1Y | +22.2% | -33.5% | +55.6% | +24.6% |
| 3Y | +249.0% | -23.4% | +272.3% | +240.8% |
| 5Y | +120.1% | -0.4% | +120.5% | +105.5% |
| 10Y | +356.3% | +647.8% | -291.5% | +250.6% |
| All | +515.2% | +637.7% | -122.5% | +368.6% |
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