+496.2%
STM vs WING
+656.3%
-160.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.8% |
| 7D | -10.7% | +9.0% | -19.8% | -12.8% |
| 30D | -25.7% | +39.9% | -65.7% | -32.3% |
| 3M | -21.6% | +40.4% | -62.0% | -29.4% |
| 6M | -27.8% | +12.9% | -40.7% | -32.1% |
| YTD | +61.8% | -31.1% | +92.8% | +70.1% |
| 1Y | +78.1% | -32.7% | +110.8% | +87.9% |
| 3Y | +4.9% | -19.8% | +24.7% | -2.6% |
| 5Y | -14.3% | +4.0% | -18.2% | -30.8% |
| 10Y | +414.1% | +684.4% | -270.4% | +147.1% |
| All | +496.2% | +656.3% | -160.1% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling