+195.6%
STT vs WY
-23.0%
+218.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.5% |
| 30D | +2.8% | -9.9% | +12.6% | +6.4% |
| 3M | +18.1% | -7.5% | +25.6% | +20.7% |
| 6M | +59.2% | -5.1% | +64.4% | +60.5% |
| YTD | +51.5% | -2.1% | +53.6% | +49.6% |
| 1Y | +75.7% | -7.3% | +83.0% | +77.6% |
| All | +195.6% | -23.0% | +218.6% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling