-15.7%
STM vs WING
+4.1%
-19.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.8% |
| 7D | -10.7% | +9.0% | -19.8% | -12.5% |
| 30D | -25.7% | +39.9% | -65.7% | -31.5% |
| 3M | -21.6% | +40.4% | -62.0% | -28.5% |
| 6M | -27.8% | +12.9% | -40.7% | -31.5% |
| YTD | +61.8% | -31.1% | +92.8% | +70.8% |
| 1Y | +78.1% | -32.7% | +110.8% | +88.7% |
| 3Y | +4.9% | -19.8% | +24.7% | -5.2% |
| All | -15.7% | +4.1% | -19.8% | -34.5% |
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