+194.0%
STT vs WPM
+749.7%
-555.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +4.8% | -3.6% | +8.3% | +5.1% |
| 30D | +3.9% | +1.4% | +2.5% | +3.7% |
| 3M | -8.2% | -0.2% | -8.0% | -8.4% |
| 6M | +15.6% | -7.3% | +22.9% | +15.7% |
| YTD | +37.6% | +12.3% | +25.3% | +35.4% |
| 1Y | +50.1% | +24.9% | +25.2% | +46.5% |
| 3Y | +183.1% | +210.4% | -27.3% | +158.4% |
| 5Y | +104.8% | +210.4% | -105.5% | +84.6% |
| All | +194.0% | +749.7% | -555.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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