+443.6%
STX vs WM
+59.1%
+384.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.5% |
| 7D | -28.5% | +1.2% | -29.7% | -28.3% |
| 30D | -42.9% | +13.1% | -56.0% | -42.3% |
| 3M | -45.9% | +3.6% | -49.5% | -45.4% |
| 6M | -41.3% | +8.1% | -49.4% | -41.3% |
| YTD | +67.9% | +8.9% | +59.0% | +66.5% |
| 1Y | +66.5% | +20.3% | +46.2% | +60.4% |
| 3Y | +588.0% | +46.2% | +541.8% | +499.3% |
| All | +443.6% | +59.1% | +384.5% | +347.7% |
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