+264.3%
STT vs WSM
+1,071.8%
-807.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +1.7% | -7.7% | +9.4% | +4.0% |
| 3M | +17.9% | +3.8% | +14.1% | +16.3% |
| 6M | +55.3% | +22.7% | +32.6% | +45.6% |
| YTD | +52.7% | +28.0% | +24.7% | +41.2% |
| 1Y | +75.7% | +12.7% | +62.9% | +67.9% |
| 3Y | +197.9% | +231.3% | -33.4% | +95.7% |
| 5Y | +158.8% | +177.2% | -18.4% | +71.9% |
| All | +264.3% | +1,071.8% | -807.5% | +37.9% |
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