+50.1%
STT vs GWW
+59.1%
-9.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +4.8% | +3.6% | +1.2% | +3.6% |
| 30D | +3.9% | +12.1% | -8.2% | +0.4% |
| 3M | -8.2% | +12.9% | -21.1% | -11.5% |
| 6M | +15.6% | +19.3% | -3.7% | +8.5% |
| YTD | +37.6% | +48.7% | -11.1% | +18.1% |
| 1Y | +50.1% | +60.5% | -10.4% | +25.6% |
| All | +50.1% | +59.1% | -9.0% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling