+404.4%
WING vs NWSA
+139.5%
+264.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -3.9% | -1.9% | -2.0% | -3.2% |
| 30D | -11.6% | +4.6% | -16.2% | -13.2% |
| 3M | -24.2% | +13.2% | -37.4% | -28.2% |
| 6M | -54.1% | +27.0% | -81.1% | -58.5% |
| YTD | -53.9% | +16.8% | -70.7% | -57.1% |
| 1Y | -64.4% | +4.5% | -68.9% | -65.5% |
| 3Y | -30.2% | +46.2% | -76.4% | -41.0% |
| 5Y | -34.1% | +40.9% | -75.0% | -44.6% |
| 10Y | +342.1% | +145.1% | +197.0% | +194.8% |
| All | +404.4% | +139.5% | +264.9% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling