+157.5%
STT vs WPM
+261.1%
-103.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.2% | +7.0% | -4.8% | +1.2% |
| 30D | +3.9% | +15.7% | -11.8% | +1.5% |
| 3M | +19.2% | +35.2% | -16.0% | +13.3% |
| 6M | +60.4% | +6.1% | +54.3% | +57.5% |
| YTD | +51.5% | +32.6% | +18.9% | +43.0% |
| 1Y | +76.3% | +46.9% | +29.4% | +63.3% |
| 3Y | +200.7% | +276.3% | -75.6% | +131.4% |
| 5Y | +157.5% | +260.0% | -102.5% | +87.1% |
| All | +157.5% | +261.1% | -103.6% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling