+597.0%
NUE vs WING
+405.9%
+191.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | +4.2% | -3.9% | +8.1% | +4.9% |
| 30D | -5.0% | -11.6% | +6.6% | -3.4% |
| 3M | -0.2% | -24.2% | +24.0% | +3.6% |
| 6M | +49.1% | -54.1% | +103.2% | +67.8% |
| YTD | +61.0% | -53.9% | +114.9% | +79.4% |
| 1Y | +82.5% | -64.4% | +146.9% | +112.1% |
| 3Y | +57.9% | -30.2% | +88.1% | +53.6% |
| 5Y | +146.6% | -34.1% | +180.7% | +131.9% |
| 10Y | +561.6% | +342.1% | +219.5% | +296.2% |
| All | +597.0% | +405.9% | +191.1% | +288.2% |
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