+203.1%
STT vs WU
-37.2%
+240.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.8% |
| 7D | +0.4% | +2.1% | -1.7% | -0.9% |
| 30D | -0.4% | +10.1% | -10.6% | -5.2% |
| 3M | -6.5% | -1.1% | -5.3% | -6.9% |
| 6M | +17.2% | -19.8% | +37.0% | +26.0% |
| YTD | +38.2% | -20.8% | +59.0% | +48.6% |
| 1Y | +49.3% | -15.1% | +64.4% | +54.5% |
| 3Y | +181.9% | -23.2% | +205.1% | +196.8% |
| 5Y | +106.9% | -42.6% | +149.5% | +150.1% |
| 10Y | +203.1% | -38.9% | +242.0% | +257.4% |
| All | +203.1% | -37.2% | +240.3% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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