+661.5%
STM vs WING
+341.2%
+320.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.1% |
| 7D | +5.8% | -3.9% | +9.6% | +6.9% |
| 30D | -1.0% | -11.6% | +10.6% | +1.5% |
| 3M | -33.3% | -24.2% | -9.1% | -29.0% |
| 6M | +57.4% | -54.1% | +111.4% | +90.1% |
| YTD | +102.2% | -53.9% | +156.1% | +140.2% |
| 1Y | +99.6% | -64.4% | +164.0% | +153.8% |
| 3Y | +14.5% | -30.2% | +44.7% | +7.5% |
| 5Y | +21.4% | -34.1% | +55.5% | +9.2% |
| All | +661.5% | +341.2% | +320.4% | +280.4% |
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