+135.2%
NVS vs WING
+0.4%
+134.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.2% |
| 30D | +9.3% | +29.5% | -20.3% | +7.9% |
| 3M | +5.8% | +40.2% | -34.4% | +3.9% |
| 6M | +7.2% | +32.7% | -25.5% | +5.3% |
| YTD | +20.0% | -32.8% | +52.8% | +21.3% |
| 1Y | +25.4% | -31.7% | +57.1% | +26.6% |
| 3Y | +89.2% | -24.7% | +113.9% | +85.0% |
| All | +135.2% | +0.4% | +134.8% | +116.7% |
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