+47.3%
STLD vs WING
-35.4%
+82.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.5% |
| 7D | -11.1% | +9.0% | -20.2% | -11.3% |
| 30D | -4.8% | +39.9% | -44.7% | -5.4% |
| 3M | -14.6% | +40.4% | -55.0% | -15.1% |
| 6M | -7.4% | +12.9% | -20.3% | -7.3% |
| YTD | +32.6% | -31.1% | +63.6% | +37.5% |
| 1Y | +47.3% | -32.7% | +80.0% | +52.9% |
| All | +47.3% | -35.4% | +82.7% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling