+50.1%
STT vs WY
-3.6%
+53.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.2% |
| 7D | +4.8% | -0.8% | +5.6% | +4.8% |
| 30D | +3.9% | +10.1% | -6.2% | +3.6% |
| 3M | -8.2% | -15.4% | +7.2% | -7.3% |
| 6M | +15.6% | -8.3% | +23.9% | +15.3% |
| YTD | +37.6% | -9.8% | +47.4% | +35.7% |
| 1Y | +50.1% | -3.9% | +54.0% | +44.6% |
| All | +50.1% | -3.6% | +53.7% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling