+77.1%
STT vs GWW
+29.7%
+47.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.4% | -3.1% | +1.8% | -0.3% |
| 30D | +2.2% | -2.3% | +4.5% | +2.9% |
| 3M | +18.8% | -3.3% | +22.1% | +19.5% |
| 6M | +57.9% | +15.4% | +42.5% | +46.6% |
| YTD | +51.0% | +26.7% | +24.3% | +34.5% |
| 1Y | +77.1% | +29.0% | +48.2% | +56.9% |
| All | +77.1% | +29.7% | +47.5% | +56.9% |
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 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