+131.6%
STLD vs WING
-19.8%
+151.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -0.5% | -0.5% | +0.1% | -0.5% |
| 30D | -0.1% | +32.3% | -32.4% | -2.9% |
| 3M | -9.2% | +50.2% | -59.3% | -13.2% |
| 6M | +1.8% | +31.7% | -29.9% | -2.1% |
| YTD | +42.1% | -29.6% | +71.8% | +47.1% |
| 1Y | +58.5% | -29.7% | +88.2% | +63.7% |
| All | +131.6% | -19.8% | +151.4% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling