+1,972.8%
STX vs WM
+330.8%
+1,642.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +14.6% | +3.2% | +11.4% | +13.8% |
| 30D | -26.0% | +13.0% | -39.0% | -28.4% |
| 3M | -42.6% | +9.2% | -51.8% | -44.2% |
| 6M | -35.3% | +13.6% | -48.9% | -38.9% |
| YTD | +92.5% | +12.4% | +80.1% | +80.9% |
| 1Y | +102.4% | +21.2% | +81.2% | +83.8% |
| 3Y | +673.8% | +48.7% | +625.1% | +520.6% |
| 5Y | +463.1% | +61.9% | +401.2% | +327.0% |
| All | +1,972.8% | +330.8% | +1,642.1% | +709.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling