+522.6%
STT vs WPM
+5,967.5%
-5,445.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +3.9% | +26.4% | -22.5% | +0.3% |
| 3M | +20.0% | +20.8% | -0.9% | +16.3% |
| 6M | +55.3% | +1.1% | +54.2% | +53.7% |
| YTD | +53.3% | +32.5% | +20.9% | +45.6% |
| 1Y | +74.7% | +51.5% | +23.2% | +62.4% |
| 3Y | +205.8% | +267.0% | -61.2% | +147.9% |
| 5Y | +145.0% | +250.1% | -105.1% | +97.4% |
| 10Y | +266.0% | +540.4% | -274.4% | +156.3% |
| All | +522.6% | +5,967.5% | -5,445.0% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling