+2,108.4%
STX vs WM
+332.5%
+1,775.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.2% | +8.8% | +9.7% |
| 7D | -1.0% | +0.8% | -1.7% | -1.2% |
| 30D | -26.8% | +13.8% | -40.6% | -29.4% |
| 3M | -32.7% | +6.4% | -39.1% | -34.1% |
| 6M | -33.7% | +13.2% | -47.0% | -37.5% |
| YTD | +101.0% | +10.8% | +90.2% | +89.6% |
| 1Y | +92.7% | +20.2% | +72.5% | +75.1% |
| 3Y | +708.7% | +46.5% | +662.3% | +550.9% |
| 5Y | +504.0% | +61.3% | +442.7% | +356.9% |
| 10Y | +2,108.4% | +324.8% | +1,783.6% | +762.7% |
| All | +2,108.4% | +332.5% | +1,775.9% | +762.7% |
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