+455.7%
STX vs WM
+62.1%
+393.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +1.2% | -17.4% | -16.1% |
| 7D | -33.4% | +4.5% | -37.9% | -33.0% |
| 30D | -42.1% | +16.1% | -58.2% | -41.3% |
| 3M | -44.3% | +8.0% | -52.3% | -43.6% |
| 6M | -39.4% | +8.4% | -47.8% | -39.1% |
| YTD | +70.0% | +11.2% | +58.7% | +68.9% |
| 1Y | +70.2% | +22.3% | +47.9% | +64.6% |
| 3Y | +585.2% | +50.2% | +534.9% | +496.8% |
| 5Y | +455.7% | +63.3% | +392.4% | +359.3% |
| All | +455.7% | +62.1% | +393.6% | +359.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling