+370.2%
WING vs NWSA
+148.8%
+221.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +0.2% | -4.8% | +5.0% | +2.1% |
| 30D | -0.5% | +3.0% | -3.4% | -1.6% |
| 3M | -23.9% | +9.3% | -33.2% | -26.9% |
| 6M | -48.9% | +23.2% | -72.1% | -53.3% |
| YTD | -53.3% | +13.3% | -66.7% | -56.0% |
| 1Y | -60.3% | +2.9% | -63.2% | -61.3% |
| 3Y | -30.1% | +43.3% | -73.4% | -40.4% |
| 5Y | -36.2% | +40.9% | -77.1% | -46.3% |
| All | +370.2% | +148.8% | +221.3% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling