+45.5%
NOK vs WING
+637.4%
-591.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.4% | -2.5% | +7.9% | +5.7% |
| 30D | -14.1% | +29.5% | -43.7% | -17.3% |
| 3M | -23.6% | +40.2% | -63.7% | -27.4% |
| 6M | -45.1% | +32.7% | -77.8% | -47.9% |
| YTD | +24.7% | -32.8% | +57.5% | +28.3% |
| 1Y | +19.0% | -31.7% | +50.7% | +21.9% |
| 3Y | +147.0% | -24.7% | +171.7% | +135.2% |
| 5Y | +58.2% | -0.5% | +58.6% | +37.0% |
| 10Y | +122.3% | +647.5% | -525.2% | +41.2% |
| All | +45.5% | +637.4% | -591.9% | -9.3% |
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