+90.1%
STM vs WING
-28.4%
+118.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.6% |
| 7D | -7.9% | +5.0% | -12.9% | -8.1% |
| 30D | -14.1% | +38.7% | -52.8% | -15.6% |
| 3M | -17.6% | +44.7% | -62.3% | -19.6% |
| 6M | -24.2% | +31.5% | -55.7% | -25.6% |
| YTD | +73.3% | -28.4% | +101.7% | +81.6% |
| 1Y | +90.1% | -28.2% | +118.3% | +98.2% |
| All | +90.1% | -28.4% | +118.5% | +98.2% |
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 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