+264.3%
STT vs WING
+407.7%
-143.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.0% | -4.9% | +0.1% |
| 7D | -0.4% | +7.2% | -7.7% | -1.6% |
| 30D | +1.7% | +4.8% | -3.1% | +0.6% |
| 3M | +17.9% | -23.7% | +41.6% | +22.0% |
| 6M | +55.3% | -43.6% | +98.9% | +67.9% |
| YTD | +52.7% | -50.6% | +103.2% | +67.6% |
| 1Y | +75.7% | -57.0% | +132.7% | +96.4% |
| 3Y | +197.9% | -28.3% | +226.2% | +181.2% |
| 5Y | +158.8% | -32.4% | +191.2% | +133.6% |
| All | +264.3% | +407.7% | -143.4% | +107.0% |
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