+461.8%
STM vs WING
+620.6%
-158.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.6% |
| 7D | +16.3% | -3.9% | +20.2% | +17.4% |
| 30D | -6.3% | +26.6% | -32.9% | -12.6% |
| 3M | -14.1% | +42.5% | -56.6% | -23.4% |
| 6M | -19.6% | +29.4% | -49.0% | -27.5% |
| YTD | +80.1% | -32.8% | +112.9% | +91.1% |
| 1Y | +95.4% | -33.5% | +128.8% | +107.1% |
| 3Y | +14.7% | -23.4% | +38.1% | +6.6% |
| 5Y | -5.4% | -0.4% | -5.0% | -24.6% |
| All | +461.8% | +620.6% | -158.8% | +138.2% |
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