+15.0%
STT vs WING
+38.0%
-23.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.4% | -5.2% | +3.1% |
| 7D | +0.9% | +8.6% | -7.6% | +0.8% |
| 30D | -2.3% | +44.8% | -47.1% | -2.4% |
| 3M | -7.0% | +51.9% | -58.9% | -7.0% |
| All | +15.0% | +38.0% | -23.0% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling