+1,312.2%
STX vs WING
+656.3%
+655.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -28.5% | +9.0% | -37.5% | -29.7% |
| 30D | -42.9% | +39.9% | -82.9% | -46.4% |
| 3M | -45.9% | +40.4% | -86.3% | -49.7% |
| 6M | -41.3% | +12.9% | -54.2% | -43.8% |
| YTD | +67.9% | -31.1% | +99.0% | +74.4% |
| 1Y | +66.5% | -32.7% | +99.2% | +73.2% |
| 3Y | +588.0% | -19.8% | +607.8% | +559.9% |
| 5Y | +449.1% | +4.0% | +445.1% | +374.3% |
| 10Y | +1,982.8% | +684.4% | +1,298.4% | +1,036.1% |
| All | +1,312.2% | +656.3% | +655.8% | +636.2% |
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