+123.8%
STX vs WING
-23.2%
+147.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.7% | -11.9% | -8.2% |
| 7D | -20.2% | +21.0% | -41.2% | -20.7% |
| 30D | -37.2% | +56.9% | -94.1% | -38.6% |
| 3M | -34.1% | +38.4% | -72.4% | -35.0% |
| 6M | -24.5% | +12.0% | -36.4% | -24.4% |
| YTD | +102.9% | -29.2% | +132.2% | +121.5% |
| 1Y | +123.8% | -28.8% | +152.6% | +139.7% |
| All | +123.8% | -23.2% | +147.0% | +139.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling