+163.5%
NVS vs WING
+637.4%
-473.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.1% |
| 30D | +9.3% | +29.5% | -20.3% | +6.9% |
| 3M | +5.8% | +40.2% | -34.4% | +2.5% |
| 6M | +7.2% | +32.7% | -25.5% | +3.9% |
| YTD | +20.0% | -32.8% | +52.8% | +22.2% |
| 1Y | +25.4% | -31.7% | +57.1% | +27.5% |
| 3Y | +89.2% | -24.7% | +113.9% | +84.5% |
| 5Y | +134.6% | -0.5% | +135.1% | +116.5% |
| 10Y | +251.4% | +647.5% | -396.1% | +145.3% |
| All | +163.5% | +637.4% | -473.9% | +82.0% |
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