+7,325.6%
STT vs WY
+688.1%
+6,637.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.3% |
| 7D | +0.5% | -1.7% | +2.2% | +1.4% |
| 30D | +3.9% | -10.1% | +13.9% | +9.5% |
| 3M | +20.0% | -5.1% | +25.1% | +22.1% |
| 6M | +55.3% | -4.8% | +60.1% | +56.9% |
| YTD | +53.3% | -0.2% | +53.6% | +50.2% |
| 1Y | +74.7% | -6.6% | +81.3% | +76.4% |
| 3Y | +205.8% | -22.7% | +228.6% | +235.2% |
| 5Y | +145.0% | -22.2% | +167.2% | +165.6% |
| 10Y | +266.0% | +7.3% | +258.7% | +208.7% |
| All | +7,325.6% | +688.1% | +6,637.5% | +2,293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling