-28.4%
STZ vs WING
+7.0%
-35.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +11.8% | +14.0% | -2.2% | +10.4% |
| 30D | +26.0% | +47.7% | -21.7% | +21.1% |
| 3M | +11.5% | +34.2% | -22.7% | +8.0% |
| 6M | -2.0% | +13.6% | -15.5% | -3.9% |
| YTD | +7.9% | -30.0% | +37.9% | +9.8% |
| 1Y | +13.9% | -33.9% | +47.8% | +16.3% |
| 3Y | -35.8% | -18.7% | -17.2% | -38.2% |
| 5Y | -28.4% | +5.5% | -34.0% | -36.4% |
| All | -28.4% | +7.0% | -35.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling