+488.0%
STX vs WMT
+169.4%
+318.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | -1.0% | -2.7% | +1.8% | -0.6% |
| 30D | -26.8% | +11.1% | -37.9% | -27.9% |
| 3M | -32.7% | +11.2% | -43.9% | -33.8% |
| 6M | -33.7% | -1.3% | -32.5% | -33.4% |
| YTD | +101.0% | +13.5% | +87.5% | +94.5% |
| 1Y | +92.7% | +22.5% | +70.2% | +82.2% |
| 3Y | +708.7% | +134.1% | +574.6% | +537.4% |
| All | +488.0% | +169.4% | +318.7% | +322.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling