+646.2%
STX vs WM
+45.6%
+600.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.9% |
| 7D | -14.8% | -0.5% | -14.3% | -14.8% |
| 30D | -35.4% | +13.3% | -48.7% | -31.1% |
| 3M | -37.7% | +4.4% | -42.1% | -35.4% |
| 6M | -35.2% | +10.8% | -46.1% | -32.1% |
| YTD | +84.4% | +9.1% | +75.3% | +92.1% |
| 1Y | +82.3% | +19.1% | +63.1% | +88.4% |
| 3Y | +646.2% | +45.7% | +600.6% | +622.6% |
| All | +646.2% | +45.6% | +600.6% | +622.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling