-9.6%
STZ vs WING
-65.5%
+56.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | -3.9% | +1.9% | -1.4% |
| 30D | -1.9% | -11.6% | +9.7% | -0.4% |
| 3M | -6.2% | -24.2% | +18.0% | -3.0% |
| 6M | -14.0% | -54.1% | +40.1% | -6.4% |
| YTD | -5.1% | -53.9% | +48.8% | +2.6% |
| 1Y | -9.6% | -64.4% | +54.8% | +8.3% |
| All | -9.6% | -65.5% | +56.0% | +8.3% |
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