The structure of a story begins with a hero being presented with a challenge. And then the hero must embark on a journey to learn how to overcome this challenge.
Failures along the way highlight the difficulties that must be overcome. That way, when the hero succeeds in the end, the victory feels rewarding.
But sometimes in movies and real life, the hero doesn’t win. Rocky does not beat Apollo Creed. Batman doesn’t save Harvey Dent.
However, in all cases where the story is worth a damn, the hero does undergo a transformation. Rocky went toe to toe with the champion as a massive underdog. He doesn’t win the title, but earns the respect of Creed and wins the heart of the audience. Batman becomes the Dark Knight by taking the blame for Dent’s death in order to keep justice alive and save Gotham.
Your story is the same. It’s not about winning. It’s about who are you becoming from one day to the next? When you face a new obstacle, ask yourself, who can I become, simply by taking on the challenge?