+410.4%
WING vs NTRS
+224.9%
+185.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.5% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -0.5% | +0.2% | -0.6% | -0.6% |
| 3M | -23.9% | +13.2% | -37.1% | -27.4% |
| 6M | -48.9% | +36.9% | -85.8% | -54.6% |
| YTD | -53.3% | +39.1% | -92.5% | -58.7% |
| 1Y | -60.3% | +50.4% | -110.7% | -65.9% |
| 3Y | -30.1% | +166.8% | -196.9% | -51.7% |
| 5Y | -36.2% | +92.9% | -129.1% | -51.4% |
| 10Y | +375.3% | +255.7% | +119.6% | +164.5% |
| All | +410.4% | +224.9% | +185.5% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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