+7,325.6%
STT vs GWW
+14,492.5%
-7,166.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +0.5% | +1.4% | -0.9% | -0.3% |
| 30D | +3.9% | +3.3% | +0.6% | +2.0% |
| 3M | +20.0% | +2.9% | +17.0% | +17.4% |
| 6M | +55.3% | +15.8% | +39.5% | +42.2% |
| YTD | +53.3% | +32.0% | +21.3% | +30.1% |
| 1Y | +74.7% | +29.9% | +44.8% | +49.2% |
| 3Y | +205.8% | +91.1% | +114.8% | +107.3% |
| 5Y | +145.0% | +223.9% | -78.9% | +21.8% |
| 10Y | +266.0% | +567.0% | -301.0% | +15.0% |
| All | +7,325.6% | +14,492.5% | -7,166.9% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling