+122.3%
STLD vs WING
-23.4%
+145.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.1% |
| 30D | -5.6% | +29.5% | -35.1% | -8.0% |
| 3M | -11.7% | +40.2% | -51.9% | -15.0% |
| 6M | -2.8% | +32.7% | -35.5% | -6.7% |
| YTD | +36.4% | -32.8% | +69.3% | +41.8% |
| 1Y | +50.0% | -31.7% | +81.7% | +55.1% |
| 3Y | +122.3% | -24.7% | +147.0% | +123.0% |
| All | +122.3% | -23.4% | +145.7% | +123.0% |
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