+154.5%
STT vs WING
-34.0%
+188.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +0.5% | -3.9% | +4.3% | +1.0% |
| 30D | +3.9% | -11.6% | +15.4% | +5.3% |
| 3M | +20.0% | -24.2% | +44.2% | +23.6% |
| 6M | +55.3% | -54.1% | +109.4% | +71.7% |
| YTD | +53.3% | -53.9% | +107.2% | +68.3% |
| 1Y | +74.7% | -64.4% | +139.1% | +98.9% |
| 3Y | +205.8% | -30.2% | +236.0% | +177.8% |
| All | +154.5% | -34.0% | +188.5% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling