+125.7%
NVS vs WING
+412.2%
-286.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -15.4% | -2.3% | -13.1% | -15.2% |
| 30D | -12.3% | -5.6% | -6.7% | -12.0% |
| 3M | -7.8% | -22.9% | +15.1% | -6.2% |
| 6M | -13.0% | -50.4% | +37.5% | -8.5% |
| YTD | +2.8% | -53.3% | +56.1% | +8.1% |
| 1Y | +10.6% | -61.2% | +71.9% | +18.0% |
| 3Y | +55.1% | -30.1% | +85.1% | +51.1% |
| 5Y | +91.7% | -35.0% | +126.7% | +83.7% |
| 10Y | +181.2% | +375.5% | -194.3% | +104.9% |
| All | +125.7% | +412.2% | -286.5% | +61.0% |
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