+56.1%
NVTS vs WING
-18.4%
+74.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.5% |
| 7D | +9.6% | +5.0% | +4.6% | +9.0% |
| 30D | -13.0% | +38.7% | -51.7% | -17.1% |
| 3M | -28.8% | +44.7% | -73.5% | -33.0% |
| 6M | -48.5% | +31.5% | -80.0% | -51.4% |
| YTD | +31.4% | -28.4% | +59.8% | +38.8% |
| 1Y | -2.3% | -28.2% | +25.9% | +2.6% |
| All | +56.1% | -18.4% | +74.5% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling