+329.1%
NSC vs WING
+341.2%
-12.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -5.5% | -3.9% | -1.7% | -5.0% |
| 30D | -3.2% | -11.6% | +8.4% | -1.7% |
| 3M | +7.7% | -24.2% | +31.9% | +11.5% |
| 6M | +4.5% | -54.1% | +58.6% | +16.6% |
| YTD | +15.6% | -53.9% | +69.5% | +27.6% |
| 1Y | +19.8% | -64.4% | +84.2% | +37.5% |
| 3Y | +70.1% | -30.2% | +100.3% | +62.7% |
| 5Y | +46.1% | -34.1% | +80.2% | +35.5% |
| All | +329.1% | +341.2% | -12.1% | +154.6% |
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 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