+105.8%
STT vs WPM
+233.8%
-128.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | +1.2% |
| 7D | +1.1% | +16.4% | -15.2% | -1.3% |
| 30D | -1.9% | -1.5% | -0.4% | -1.9% |
| 3M | -7.6% | +2.6% | -10.1% | -8.4% |
| 6M | +16.0% | -1.3% | +17.3% | +15.1% |
| YTD | +36.2% | +16.8% | +19.4% | +30.4% |
| 1Y | +46.8% | +34.1% | +12.7% | +37.4% |
| 3Y | +177.8% | +225.1% | -47.3% | +115.8% |
| 5Y | +105.8% | +234.5% | -128.7% | +56.9% |
| All | +105.8% | +233.8% | -128.0% | +56.9% |
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