+174.9%
NVS vs WING
+407.7%
-232.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.7% |
| 7D | -14.3% | +7.2% | -21.5% | -14.7% |
| 30D | -10.0% | +4.8% | -14.7% | -10.4% |
| 3M | -10.9% | -23.7% | +12.8% | -9.4% |
| 6M | -12.0% | -43.6% | +31.6% | -8.6% |
| YTD | +2.5% | -50.6% | +53.1% | +7.1% |
| 1Y | +10.7% | -57.0% | +67.7% | +16.7% |
| 3Y | +53.3% | -28.3% | +81.6% | +49.1% |
| 5Y | +93.6% | -32.4% | +126.0% | +85.1% |
| All | +174.9% | +407.7% | -232.8% | +106.4% |
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