-20.2%
STLA vs WING
+656.3%
-676.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -4.5% | +9.0% | -13.6% | -6.3% |
| 30D | -3.9% | +39.9% | -43.8% | -10.4% |
| 3M | -20.2% | +40.4% | -60.6% | -26.1% |
| 6M | -42.2% | +12.9% | -55.1% | -44.4% |
| YTD | -59.3% | -31.1% | -28.2% | -57.3% |
| 1Y | -56.1% | -32.7% | -23.3% | -53.7% |
| 3Y | -73.7% | -19.8% | -53.8% | -74.9% |
| 5Y | -70.3% | +4.0% | -74.3% | -74.7% |
| 10Y | +23.1% | +684.4% | -661.4% | -41.3% |
| All | -20.2% | +656.3% | -676.5% | -63.5% |
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