+145.1%
NUE vs WING
-35.5%
+180.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -6.1% | -0.5% | -5.6% | -6.3% |
| 3M | +2.2% | -23.9% | +26.1% | +5.8% |
| 6M | +50.8% | -48.9% | +99.7% | +66.1% |
| YTD | +57.5% | -53.3% | +110.9% | +74.8% |
| 1Y | +82.5% | -60.3% | +142.8% | +107.6% |
| 3Y | +61.7% | -30.1% | +91.8% | +52.4% |
| 5Y | +145.1% | -36.2% | +181.3% | +109.1% |
| All | +145.1% | -35.5% | +180.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling