+239.2%
STRL vs WING
-19.7%
+258.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.7% |
| 7D | -26.9% | +9.0% | -36.0% | -28.0% |
| 30D | -52.7% | +39.9% | -92.6% | -55.2% |
| 3M | -52.8% | +40.4% | -93.3% | -55.6% |
| 6M | -71.5% | +12.9% | -84.4% | -72.4% |
| YTD | -17.4% | -31.1% | +13.6% | -14.5% |
| 1Y | -35.0% | -32.7% | -2.2% | -32.5% |
| 3Y | +239.2% | -19.8% | +259.0% | +158.4% |
| All | +239.2% | -19.7% | +258.9% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling