+7,325.6%
STT vs WSM
+34,755.7%
-27,430.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.4% |
| 7D | +0.5% | -3.3% | +3.7% | +1.3% |
| 30D | +3.9% | -8.4% | +12.2% | +6.1% |
| 3M | +20.0% | +9.7% | +10.3% | +16.8% |
| 6M | +55.3% | +16.7% | +38.6% | +48.6% |
| YTD | +53.3% | +28.7% | +24.7% | +42.8% |
| 1Y | +74.7% | +13.7% | +61.0% | +67.5% |
| 3Y | +205.8% | +230.1% | -24.3% | +113.5% |
| 5Y | +145.0% | +179.0% | -34.0% | +73.1% |
| 10Y | +266.0% | +1,002.5% | -736.5% | +69.1% |
| All | +7,325.6% | +34,755.7% | -27,430.1% | +1,621.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling