-25.3%
NVTS vs WING
-1.0%
-24.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.6% | -3.7% |
| 7D | +21.6% | -3.9% | +25.5% | +23.1% |
| 30D | -8.5% | +26.6% | -35.2% | -15.4% |
| 3M | -31.4% | +42.5% | -73.9% | -39.6% |
| 6M | -50.3% | +29.4% | -79.8% | -56.1% |
| YTD | +33.9% | -32.8% | +66.7% | +45.2% |
| 1Y | +10.6% | -33.5% | +44.1% | +19.3% |
| 3Y | +52.7% | -23.4% | +76.1% | +32.1% |
| 5Y | -48.5% | -0.4% | -48.1% | -72.5% |
| All | -25.3% | -1.0% | -24.3% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling