+52.0%
STT vs WSM
+44.0%
+8.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +0.6% |
| 7D | -0.1% | +8.0% | -8.1% | -1.9% |
| 30D | -1.7% | +13.5% | -15.2% | -4.8% |
| 3M | -6.4% | +8.8% | -15.2% | -8.4% |
| 6M | +17.7% | +54.7% | -37.0% | +2.4% |
| YTD | +36.9% | +53.3% | -16.4% | +21.2% |
| 1Y | +52.0% | +41.1% | +10.9% | +36.6% |
| All | +52.0% | +44.0% | +8.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling