+155.8%
STT vs WSM
+182.5%
-26.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | +2.6% | -1.6% | +0.3% |
| 30D | +2.8% | -9.3% | +12.1% | +5.5% |
| 3M | +18.1% | +7.1% | +11.0% | +15.5% |
| 6M | +59.2% | +21.7% | +37.5% | +50.0% |
| YTD | +51.5% | +28.7% | +22.7% | +40.3% |
| 1Y | +75.7% | +13.9% | +61.8% | +67.7% |
| 3Y | +200.8% | +232.2% | -31.4% | +96.7% |
| 5Y | +155.8% | +176.4% | -20.6% | +66.4% |
| All | +155.8% | +182.5% | -26.7% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling