+1,883.6%
STX vs WM
+339.4%
+1,544.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -28.5% | +1.2% | -29.7% | -28.8% |
| 30D | -42.9% | +13.1% | -56.0% | -45.0% |
| 3M | -45.9% | +3.6% | -49.5% | -46.7% |
| 6M | -41.3% | +8.1% | -49.4% | -43.8% |
| YTD | +67.9% | +8.9% | +59.0% | +58.9% |
| 1Y | +66.5% | +20.3% | +46.2% | +50.5% |
| 3Y | +588.0% | +46.2% | +541.8% | +450.9% |
| 5Y | +449.1% | +59.9% | +389.2% | +314.3% |
| All | +1,883.6% | +339.4% | +1,544.2% | +618.0% |
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