-4.6%
STM vs WING
+0.2%
-4.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +12.0% | -2.7% | +14.7% | +12.6% |
| 30D | -0.4% | +29.3% | -29.6% | -6.5% |
| 3M | -13.2% | +39.9% | -53.1% | -20.8% |
| 6M | -26.1% | +32.4% | -58.5% | -32.7% |
| YTD | +81.2% | -32.9% | +114.1% | +92.4% |
| 1Y | +98.3% | -31.9% | +130.2% | +108.9% |
| 3Y | +16.7% | -24.9% | +41.6% | +7.5% |
| All | -4.6% | +0.2% | -4.8% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling