-27.8%
STM vs WING
+9.0%
-36.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.4% |
| 7D | -10.7% | +9.0% | -19.8% | -10.5% |
| 30D | -25.7% | +39.9% | -65.7% | -25.1% |
| 3M | -21.6% | +40.4% | -62.0% | -21.2% |
| 6M | -27.8% | +12.9% | -40.7% | -25.8% |
| All | -27.8% | +9.0% | -36.8% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling