+11.8%
STZ vs WING
+686.1%
-674.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +14.9% | +32.3% | -17.4% | +10.9% |
| 3M | +8.4% | +50.2% | -41.7% | +2.7% |
| 6M | +2.8% | +31.7% | -28.8% | -1.5% |
| YTD | +7.5% | -29.6% | +37.1% | +10.1% |
| 1Y | +12.5% | -29.7% | +42.3% | +15.0% |
| 3Y | -35.4% | -19.8% | -15.6% | -37.8% |
| 5Y | -29.3% | +3.1% | -32.4% | -36.3% |
| 10Y | +11.8% | +682.9% | -671.1% | -22.3% |
| All | +11.8% | +686.1% | -674.3% | -22.3% |
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