+194.4%
STT vs WING
+620.6%
-426.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.4% |
| 7D | +5.1% | -3.9% | +9.0% | +5.7% |
| 30D | -0.2% | +26.6% | -26.9% | -4.3% |
| 3M | -8.1% | +42.5% | -50.7% | -14.0% |
| 6M | +16.6% | +29.4% | -12.8% | +9.7% |
| YTD | +37.8% | -32.8% | +70.6% | +43.3% |
| 1Y | +46.8% | -33.5% | +80.3% | +52.5% |
| 3Y | +181.2% | -23.4% | +204.5% | +165.5% |
| 5Y | +105.1% | -0.4% | +105.6% | +72.8% |
| All | +194.4% | +620.6% | -426.2% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling