-29.4%
STZ vs WING
+4.1%
-33.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +4.9% | +9.0% | -4.1% | +4.0% |
| 30D | +20.9% | +39.9% | -19.1% | +16.8% |
| 3M | +8.0% | +40.4% | -32.4% | +4.1% |
| 6M | -5.3% | +12.9% | -18.2% | -7.1% |
| YTD | +5.9% | -31.1% | +37.0% | +8.0% |
| 1Y | +14.2% | -32.7% | +46.9% | +16.5% |
| 3Y | -37.0% | -19.8% | -17.2% | -39.2% |
| All | -29.4% | +4.1% | -33.5% | -36.8% |
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