+157.5%
STT vs WU
-51.1%
+208.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +3.9% | -1.1% | +5.0% | +4.2% |
| 3M | +19.2% | -1.8% | +21.0% | +17.4% |
| 6M | +60.4% | -23.9% | +84.3% | +74.1% |
| YTD | +51.5% | -20.4% | +71.9% | +61.1% |
| 1Y | +76.3% | -10.6% | +86.9% | +77.4% |
| 3Y | +200.7% | -27.7% | +228.5% | +223.4% |
| 5Y | +157.5% | -51.1% | +208.6% | +224.2% |
| All | +157.5% | -51.1% | +208.6% | +224.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling