+260.3%
STT vs GWW
+565.7%
-305.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.4% | -3.1% | +1.8% | +0.3% |
| 30D | +2.2% | -2.3% | +4.5% | +3.4% |
| 3M | +18.8% | -3.3% | +22.1% | +20.2% |
| 6M | +57.9% | +15.4% | +42.5% | +45.4% |
| YTD | +51.0% | +26.7% | +24.3% | +31.8% |
| 1Y | +77.1% | +29.0% | +48.2% | +53.0% |
| 3Y | +199.8% | +89.0% | +110.9% | +107.9% |
| 5Y | +156.0% | +221.8% | -65.8% | +31.0% |
| All | +260.3% | +565.7% | -305.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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