+111.7%
NI vs WING
+0.4%
+111.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +4.3% | -2.5% | +6.8% | +4.4% |
| 30D | +12.4% | +29.5% | -17.2% | +11.1% |
| 3M | +10.2% | +40.2% | -30.0% | +8.5% |
| 6M | -0.8% | +32.7% | -33.5% | -2.3% |
| YTD | +13.2% | -32.8% | +46.0% | +14.3% |
| 1Y | +10.1% | -31.7% | +41.8% | +10.9% |
| 3Y | +103.1% | -24.7% | +127.8% | +96.6% |
| All | +111.7% | +0.4% | +111.3% | +89.9% |
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