Building energy consumption for heating and cooling is a critical issue that has garnered wide attention due to its significant impact on global warming and sustainability. In particular, windows account for >20% of building energy loss. There is an urgent need for the independent optimization of thermal radiative properties of windows for tri-band radiation, including visible, near-infrared (NIR), and mid-infrared (MIR). Here we develop a new electrochromic structure for thermal management of windows, which is able to maximize the utilization of both solar radiation of visible and NIR light and radiative cooling of MIR light. We propose a tri-stable electrochromic device (ECD) based on the phase transitions of VO2 and WO3 films. The VO2-WO3 based ECD could realize three different optical states to independently regulate visible and NIR transmittance. Due to the decoupled barrier for opaque state in rutile LixVO2, our device also maintains non-volatility and tri-stability (<10% bleaching over 4 hours). Moreover, we introduce a new approach for thermal regulation by optimizing the emissivity of outside (εMIR-O of 0.79) and inside (εMIR-I of 0.33) electrodes to minimize radiative heat exchange between the indoor and outdoor environments. Outside experiments were performed in Sanya, China, realizing continuous all-day cooling of ~2-8 °C compared to low-e windows on a typical clear sunny day at Southern China latitudes. Simulation shows that this new ECD exhibits a higher heating and cooling energy savings than a commercial low-E glass in most climates around the world. Our findings render great opportunities for the innovative energy-saving window designs that can help achieve global carbon neutrality and sustainability.