+195.6%
STT vs WING
-29.7%
+225.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +1.0% | -2.3% | +3.2% | +1.1% |
| 30D | +2.8% | -5.6% | +8.4% | +3.0% |
| 3M | +18.1% | -22.9% | +41.0% | +19.5% |
| 6M | +59.2% | -50.4% | +109.6% | +66.1% |
| YTD | +51.5% | -53.3% | +104.8% | +58.6% |
| 1Y | +75.7% | -61.2% | +136.9% | +85.9% |
| All | +195.6% | -29.7% | +225.3% | +182.4% |
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