+266.4%
STT vs WPM
+523.6%
-257.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +1.0% | +3.9% | -2.9% | +0.7% |
| 30D | +2.8% | +17.7% | -14.9% | +1.4% |
| 3M | +18.1% | +39.4% | -21.3% | +14.9% |
| 6M | +59.2% | +6.4% | +52.8% | +57.6% |
| YTD | +51.5% | +34.0% | +17.5% | +47.4% |
| 1Y | +75.7% | +50.5% | +25.2% | +69.4% |
| 3Y | +200.8% | +280.3% | -79.5% | +172.5% |
| 5Y | +155.8% | +266.3% | -110.6% | +129.5% |
| 10Y | +266.4% | +550.8% | -284.4% | +237.5% |
| All | +266.4% | +523.6% | -257.3% | +237.5% |
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