+194.0%
STT vs WSM
+1,131.4%
-937.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +4.8% | 0.0% | +4.8% | +4.7% |
| 30D | +3.9% | +5.1% | -1.2% | +2.3% |
| 3M | -8.2% | +5.1% | -13.3% | -9.7% |
| 6M | +15.6% | +48.6% | -33.0% | +2.6% |
| YTD | +37.6% | +44.2% | -6.5% | +22.8% |
| 1Y | +50.1% | +38.1% | +12.0% | +35.5% |
| 3Y | +183.1% | +257.2% | -74.2% | +83.0% |
| 5Y | +104.8% | +165.1% | -60.3% | +38.3% |
| All | +194.0% | +1,131.4% | -937.4% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling