+123.8%
STX vs WM
+21.9%
+101.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.6% | -9.8% | -5.8% |
| 7D | -20.2% | +5.9% | -26.1% | -13.0% |
| 30D | -37.2% | +15.4% | -52.6% | -21.8% |
| 3M | -34.1% | +6.3% | -40.4% | -26.0% |
| 6M | -24.5% | +5.6% | -30.0% | -12.7% |
| YTD | +102.9% | +9.9% | +93.0% | +142.9% |
| 1Y | +123.8% | +20.8% | +103.0% | +198.6% |
| All | +123.8% | +21.9% | +101.9% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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