+379.0%
STT vs WU
-19.6%
+398.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.8% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | +3.9% | -1.1% | +5.0% | +4.3% |
| 3M | +20.0% | -3.9% | +23.8% | +18.5% |
| 6M | +55.3% | -20.7% | +76.0% | +71.8% |
| YTD | +53.3% | -18.4% | +71.7% | +66.0% |
| 1Y | +74.7% | -8.1% | +82.8% | +72.6% |
| 3Y | +205.8% | -24.2% | +230.0% | +227.1% |
| 5Y | +145.0% | -50.4% | +195.4% | +235.9% |
| 10Y | +266.0% | -40.0% | +306.0% | +317.2% |
| All | +379.0% | -19.6% | +398.6% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling