+71.6%
STX vs WM
+20.3%
+51.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.4% |
| 7D | -17.3% | +1.2% | -18.4% | -15.5% |
| 30D | -35.9% | +13.7% | -49.6% | -21.8% |
| 3M | -37.3% | +5.2% | -42.5% | -30.5% |
| 6M | -35.8% | +11.2% | -47.0% | -23.8% |
| YTD | +82.7% | +9.4% | +73.3% | +116.0% |
| 1Y | +71.6% | +20.4% | +51.2% | +122.4% |
| All | +71.6% | +20.3% | +51.3% | +122.4% |
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