+16.3%
STZ vs WING
+618.8%
-602.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -2.7% | +5.3% | +2.9% |
| 30D | +15.2% | +29.3% | -14.1% | +11.4% |
| 3M | +7.6% | +39.9% | -32.2% | +2.8% |
| 6M | +5.3% | +32.4% | -27.2% | +0.8% |
| YTD | +8.6% | -32.9% | +41.6% | +11.9% |
| 1Y | +15.6% | -31.9% | +47.4% | +18.5% |
| 3Y | -35.2% | -24.9% | -10.3% | -37.0% |
| 5Y | -29.1% | -0.7% | -28.4% | -35.9% |
| All | +16.3% | +618.8% | -602.4% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling