+266.4%
STT vs WU
-40.9%
+307.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +1.0% | -4.9% | +5.9% | +3.3% |
| 30D | +2.8% | -1.3% | +4.1% | +3.2% |
| 3M | +18.1% | -3.6% | +21.7% | +16.9% |
| 6M | +59.2% | -24.3% | +83.6% | +77.0% |
| YTD | +51.5% | -21.1% | +72.6% | +64.3% |
| 1Y | +75.7% | -10.3% | +86.0% | +76.4% |
| 3Y | +200.8% | -28.4% | +229.1% | +229.2% |
| 5Y | +155.8% | -51.2% | +207.0% | +242.1% |
| 10Y | +266.4% | -39.6% | +306.0% | +334.0% |
| All | +266.4% | -40.9% | +307.2% | +334.0% |
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