-9.4%
NVTS vs WING
-31.3%
+21.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.4% | -3.7% |
| 7D | +3.5% | -2.3% | +5.8% | +4.2% |
| 30D | -11.9% | -5.6% | -6.3% | -11.0% |
| 3M | -49.2% | -22.9% | -26.3% | -46.0% |
| 6M | +38.4% | -50.4% | +88.9% | +68.0% |
| YTD | +62.5% | -53.3% | +115.8% | +99.5% |
| 1Y | +101.4% | -61.2% | +162.6% | +160.7% |
| 3Y | +40.4% | -30.1% | +70.5% | +18.5% |
| All | -9.4% | -31.3% | +21.9% | -45.0% |
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 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