-46.7%
NVTS vs WING
+5.0%
-51.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.8% |
| 7D | +9.6% | +5.0% | +4.6% | +8.2% |
| 30D | -13.0% | +38.7% | -51.7% | -21.9% |
| 3M | -28.8% | +44.7% | -73.5% | -37.8% |
| 6M | -48.5% | +31.5% | -80.0% | -54.7% |
| YTD | +31.4% | -28.4% | +59.8% | +40.1% |
| 1Y | -2.3% | -28.2% | +25.9% | +3.0% |
| 3Y | +49.8% | -18.4% | +68.3% | +25.6% |
| All | -46.7% | +5.0% | -51.7% | -73.4% |
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