+227.2%
NI vs WING
+405.9%
-178.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.6% |
| 7D | +2.0% | -3.9% | +5.9% | +2.3% |
| 30D | -3.5% | -11.6% | +8.0% | -2.9% |
| 3M | -9.1% | -24.2% | +15.1% | -7.7% |
| 6M | -11.8% | -54.1% | +42.2% | -7.5% |
| YTD | +1.1% | -53.9% | +55.0% | +5.6% |
| 1Y | +6.7% | -64.4% | +71.1% | +13.3% |
| 3Y | +71.1% | -30.2% | +101.3% | +66.1% |
| 5Y | +94.3% | -34.1% | +128.4% | +85.7% |
| 10Y | +135.8% | +342.1% | -206.4% | +80.1% |
| All | +227.2% | +405.9% | -178.7% | +144.4% |
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