+10.7%
NVS vs WING
-58.1%
+68.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.5% |
| 7D | -14.3% | +7.2% | -21.5% | -14.5% |
| 30D | -10.0% | +4.8% | -14.7% | -10.2% |
| 3M | -10.9% | -23.7% | +12.8% | -9.9% |
| 6M | -12.0% | -43.6% | +31.6% | -9.2% |
| YTD | +2.5% | -50.6% | +53.1% | +5.6% |
| 1Y | +10.7% | -57.0% | +67.7% | +17.2% |
| All | +10.7% | -58.1% | +68.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling