+852.5%
STLD vs WING
+679.4%
+173.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.7% |
| 7D | -11.1% | +9.0% | -20.2% | -12.6% |
| 30D | -4.8% | +39.9% | -44.7% | -11.0% |
| 3M | -14.6% | +40.4% | -55.0% | -20.9% |
| 6M | -7.4% | +12.9% | -20.3% | -11.5% |
| YTD | +32.6% | -31.1% | +63.6% | +38.0% |
| 1Y | +47.3% | -32.7% | +80.0% | +53.8% |
| 3Y | +107.5% | -19.8% | +127.3% | +95.1% |
| 5Y | +268.8% | +4.0% | +264.9% | +209.0% |
| All | +852.5% | +679.4% | +173.1% | +319.6% |
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