+102.4%
STX vs WMT
+24.7%
+77.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -2.5% |
| 7D | +14.6% | +2.0% | +12.6% | +15.5% |
| 30D | -26.0% | +10.3% | -36.2% | -22.9% |
| 3M | -42.6% | +11.0% | -53.6% | -39.4% |
| 6M | -35.3% | -2.3% | -32.9% | -30.2% |
| YTD | +92.5% | +15.7% | +76.8% | +108.7% |
| 1Y | +102.4% | +26.0% | +76.4% | +138.0% |
| All | +102.4% | +24.7% | +77.7% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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