+89.4%
STM vs WING
-25.3%
+114.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.6% | +6.3% |
| 7D | -5.6% | +8.6% | -14.1% | -6.0% |
| 30D | -14.4% | +44.8% | -59.2% | -16.1% |
| 3M | -20.5% | +51.9% | -72.4% | -22.6% |
| 6M | -24.5% | +37.2% | -61.7% | -26.1% |
| YTD | +72.7% | -25.3% | +98.0% | +80.6% |
| All | +89.4% | -25.3% | +114.7% | +97.1% |
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