+90.2%
NTR vs WING
+276.7%
-186.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.3% | -0.8% |
| 7D | -1.3% | +7.2% | -8.5% | -1.8% |
| 30D | +16.8% | +4.8% | +12.0% | +16.2% |
| 3M | +20.7% | -23.7% | +44.4% | +23.0% |
| 6M | +0.5% | -43.6% | +44.1% | +4.5% |
| YTD | +29.2% | -50.6% | +79.8% | +35.1% |
| 1Y | +39.6% | -57.0% | +96.6% | +47.4% |
| 3Y | +37.9% | -28.3% | +66.1% | +32.5% |
| 5Y | +47.1% | -32.4% | +79.5% | +40.9% |
| All | +90.2% | +276.7% | -186.5% | +35.6% |
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