+1,019.5%
STX vs WM
+52.1%
+967.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.3% |
| 30D | +1.4% | -2.4% | +3.8% | +1.3% |
| 3M | -8.2% | +0.4% | -8.6% | -9.2% |
| 6M | +127.0% | -9.5% | +136.5% | +128.7% |
| YTD | +209.1% | +0.5% | +208.6% | +203.4% |
| 1Y | +365.4% | -1.1% | +366.5% | +359.8% |
| 3Y | +1,135.4% | +46.0% | +1,089.4% | +931.1% |
| All | +1,019.5% | +52.1% | +967.4% | +820.1% |
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