+355.8%
NSC vs WING
+685.5%
-329.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.3% |
| 7D | -3.4% | +5.0% | -8.4% | -4.2% |
| 30D | +3.6% | +38.7% | -35.1% | -1.7% |
| 3M | -1.4% | +44.7% | -46.1% | -7.6% |
| 6M | +6.0% | +31.5% | -25.5% | 0.0% |
| YTD | +15.5% | -28.4% | +43.9% | +18.5% |
| 1Y | +16.2% | -28.2% | +44.4% | +18.9% |
| 3Y | +76.9% | -18.4% | +95.4% | +67.7% |
| 5Y | +29.3% | +5.2% | +24.1% | +11.9% |
| 10Y | +298.3% | +699.8% | -401.6% | +118.9% |
| All | +355.8% | +685.5% | -329.8% | +144.8% |
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