+229.3%
STT vs WING
+405.9%
-176.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +0.5% | -3.9% | +4.3% | +1.1% |
| 30D | +3.9% | -11.6% | +15.4% | +5.6% |
| 3M | +20.0% | -24.2% | +44.2% | +24.4% |
| 6M | +55.3% | -54.1% | +109.4% | +74.5% |
| YTD | +53.3% | -53.9% | +107.2% | +70.8% |
| 1Y | +74.7% | -64.4% | +139.1% | +102.7% |
| 3Y | +205.8% | -30.2% | +236.0% | +189.9% |
| 5Y | +145.0% | -34.1% | +179.1% | +123.0% |
| 10Y | +266.0% | +342.1% | -76.1% | +105.3% |
| All | +229.3% | +405.9% | -176.5% | +71.2% |
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 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