-7.8%
NVTS vs WING
-32.1%
+24.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.6% |
| 7D | +2.7% | -3.9% | +6.5% | +3.9% |
| 30D | -4.5% | -11.6% | +7.1% | -1.5% |
| 3M | -61.5% | -24.2% | -37.3% | -58.8% |
| 6M | +28.0% | -54.1% | +82.0% | +59.9% |
| YTD | +65.3% | -53.9% | +119.2% | +103.8% |
| 1Y | +113.0% | -64.4% | +177.3% | +184.7% |
| 3Y | +34.7% | -30.2% | +64.9% | +13.2% |
| All | -7.8% | -32.1% | +24.3% | -43.8% |
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 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