+155.8%
STT vs WY
-20.4%
+176.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.8% |
| 30D | +2.8% | -9.9% | +12.6% | +7.9% |
| 3M | +18.1% | -7.5% | +25.6% | +21.6% |
| 6M | +59.2% | -5.1% | +64.4% | +60.9% |
| YTD | +51.5% | -2.1% | +53.6% | +49.3% |
| 1Y | +75.7% | -7.3% | +83.0% | +78.1% |
| 3Y | +200.8% | -22.6% | +223.4% | +230.8% |
| 5Y | +155.8% | -19.8% | +175.6% | +178.6% |
| All | +155.8% | -20.4% | +176.2% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling