+342.8%
NSC vs WING
+656.3%
-313.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -6.6% | +9.0% | -15.7% | -7.9% |
| 30D | +2.2% | +39.9% | -37.8% | -3.1% |
| 3M | -6.2% | +40.4% | -46.6% | -11.7% |
| 6M | +1.7% | +12.9% | -11.2% | -1.7% |
| YTD | +12.2% | -31.1% | +43.3% | +15.9% |
| 1Y | +15.4% | -32.7% | +48.1% | +19.3% |
| 3Y | +73.3% | -19.8% | +93.1% | +64.6% |
| 5Y | +24.7% | +4.0% | +20.7% | +8.0% |
| 10Y | +324.5% | +684.4% | -359.9% | +134.1% |
| All | +342.8% | +656.3% | -313.5% | +139.3% |
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