+94.1%
NVS vs WING
-35.5%
+129.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -15.7% | +0.2% | -15.9% | -15.7% |
| 30D | -11.1% | -0.5% | -10.6% | -11.1% |
| 3M | -7.2% | -23.9% | +16.7% | -6.2% |
| 6M | -12.3% | -48.9% | +36.5% | -9.8% |
| YTD | +2.8% | -53.3% | +56.1% | +5.8% |
| 1Y | +11.9% | -60.3% | +72.2% | +16.0% |
| 3Y | +55.1% | -30.1% | +85.2% | +51.3% |
| 5Y | +94.1% | -36.2% | +130.2% | +83.1% |
| All | +94.1% | -35.5% | +129.6% | +83.1% |
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