+635.2%
WING vs NWSA
+113.3%
+522.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | -2.5% | +2.2% | -4.7% | -3.3% |
| 30D | +29.5% | -8.8% | +38.3% | +33.5% |
| 3M | +40.2% | -6.5% | +46.7% | +43.0% |
| 6M | +32.7% | +1.5% | +31.2% | +30.3% |
| YTD | -32.8% | +4.0% | -36.8% | -34.9% |
| 1Y | -31.7% | +3.4% | -35.2% | -33.7% |
| 3Y | -24.7% | +34.8% | -59.6% | -34.6% |
| 5Y | -0.5% | +18.4% | -18.8% | -11.3% |
| 10Y | +647.5% | +149.2% | +498.3% | +395.5% |
| All | +635.2% | +113.3% | +522.0% | +398.0% |
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