+200.7%
STT vs WING
-31.3%
+232.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +3.9% | -6.0% | +9.9% | +4.2% |
| 3M | +19.2% | -23.5% | +42.7% | +20.6% |
| 6M | +60.4% | -52.0% | +112.4% | +67.8% |
| YTD | +51.5% | -53.8% | +105.3% | +58.7% |
| 1Y | +76.3% | -63.8% | +140.1% | +87.5% |
| 3Y | +200.7% | -30.8% | +231.5% | +183.2% |
| All | +200.7% | -31.3% | +232.0% | +183.2% |
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