+201.0%
STT vs WING
+742.9%
-541.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.4% | -5.2% | +1.9% |
| 7D | +0.9% | +8.6% | -7.6% | -0.4% |
| 30D | -2.3% | +44.8% | -47.1% | -8.2% |
| 3M | -7.0% | +51.9% | -58.9% | -13.8% |
| 6M | +15.5% | +37.2% | -21.7% | +7.7% |
| YTD | +35.6% | -25.3% | +60.9% | +38.7% |
| 1Y | +47.9% | -25.1% | +73.0% | +50.7% |
| 3Y | +181.1% | -12.9% | +194.0% | +159.8% |
| 5Y | +108.2% | +12.0% | +96.2% | +72.2% |
| 10Y | +201.0% | +716.5% | -515.5% | +53.8% |
| All | +201.0% | +742.9% | -541.9% | +53.8% |
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 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