+155.8%
STT vs GWW
+221.1%
-65.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +1.0% | -0.5% | +1.4% | +1.2% |
| 30D | +2.8% | -1.4% | +4.2% | +3.5% |
| 3M | +18.1% | -3.6% | +21.8% | +19.7% |
| 6M | +59.2% | +15.1% | +44.1% | +46.9% |
| YTD | +51.5% | +27.5% | +24.0% | +32.0% |
| 1Y | +75.7% | +29.6% | +46.1% | +51.6% |
| 3Y | +200.8% | +90.1% | +110.7% | +106.9% |
| 5Y | +155.8% | +222.6% | -66.8% | +25.9% |
| All | +155.8% | +221.1% | -65.3% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling