+183.5%
STT vs WSM
+255.1%
-71.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.7% |
| 7D | +5.1% | -3.2% | +8.3% | +5.8% |
| 30D | -0.2% | +4.6% | -4.9% | -1.3% |
| 3M | -8.1% | +2.4% | -10.6% | -8.8% |
| 6M | +16.6% | +43.7% | -27.0% | +7.2% |
| YTD | +37.8% | +42.1% | -4.3% | +27.0% |
| 1Y | +46.8% | +32.3% | +14.6% | +37.2% |
| All | +183.5% | +255.1% | -71.6% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling