+1,081.9%
STLD vs WING
+341.2%
+740.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +3.1% | -3.9% | +7.0% | +4.0% |
| 30D | -9.0% | -11.6% | +2.6% | -7.1% |
| 3M | -12.4% | -24.2% | +11.8% | -8.5% |
| 6M | +25.5% | -54.1% | +79.6% | +44.0% |
| YTD | +43.6% | -53.9% | +97.5% | +62.8% |
| 1Y | +87.2% | -64.4% | +151.5% | +123.0% |
| 3Y | +135.2% | -30.2% | +165.4% | +125.3% |
| 5Y | +290.9% | -34.1% | +325.0% | +261.0% |
| All | +1,081.9% | +341.2% | +740.7% | +512.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling