+194.0%
STT vs WY
+5.0%
+188.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.0% |
| 7D | +4.8% | -0.8% | +5.6% | +5.2% |
| 30D | +3.9% | +10.1% | -6.2% | -1.7% |
| 3M | -8.2% | -15.4% | +7.2% | -0.7% |
| 6M | +15.6% | -8.3% | +23.9% | +18.5% |
| YTD | +37.6% | -9.8% | +47.4% | +40.8% |
| 1Y | +50.1% | -3.9% | +54.0% | +48.0% |
| 3Y | +183.1% | -23.3% | +206.4% | +209.1% |
| 5Y | +104.8% | -31.2% | +136.0% | +136.3% |
| All | +194.0% | +5.0% | +188.9% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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