+180.7%
STT vs WING
+656.3%
-475.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -2.5% | +9.0% | -11.5% | -3.9% |
| 30D | -5.0% | +39.9% | -44.9% | -10.4% |
| 3M | -10.5% | +40.4% | -50.9% | -16.1% |
| 6M | +10.0% | +12.9% | -2.9% | +5.8% |
| YTD | +30.7% | -31.1% | +61.8% | +35.4% |
| 1Y | +43.8% | -32.7% | +76.5% | +49.2% |
| 3Y | +168.1% | -19.8% | +187.9% | +151.5% |
| 5Y | +101.4% | +4.0% | +97.4% | +69.4% |
| 10Y | +211.3% | +684.4% | -473.1% | +56.7% |
| All | +180.7% | +656.3% | -475.7% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling