+16.2%
NSC vs WING
-28.4%
+44.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.8% |
| 7D | -3.4% | +5.0% | -8.4% | -3.6% |
| 30D | +3.6% | +38.7% | -35.1% | +2.7% |
| 3M | -1.4% | +44.7% | -46.1% | -2.5% |
| 6M | +6.0% | +31.5% | -25.5% | +5.1% |
| YTD | +15.5% | -28.4% | +43.9% | +17.0% |
| 1Y | +16.2% | -28.2% | +44.4% | +17.0% |
| All | +16.2% | -28.4% | +44.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling