+3,635.3%
STX vs WM
+306.5%
+3,328.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +1.4% | -2.4% | +3.8% | +2.0% |
| 3M | -8.2% | +0.4% | -8.6% | -10.0% |
| 6M | +127.0% | -9.5% | +136.5% | +130.8% |
| YTD | +209.1% | +0.5% | +208.6% | +200.2% |
| 1Y | +365.4% | -1.1% | +366.5% | +352.6% |
| 3Y | +1,135.4% | +46.0% | +1,089.4% | +868.7% |
| 5Y | +991.5% | +51.8% | +939.7% | +728.9% |
| All | +3,635.3% | +306.5% | +3,328.7% | +1,312.8% |
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