+1,077.4%
STX vs WMT
+129.2%
+948.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +9.6% | -0.2% | +9.8% | +9.6% |
| 30D | +10.6% | -5.8% | +16.4% | +11.6% |
| 3M | +4.8% | -10.8% | +15.6% | +6.7% |
| 6M | +137.3% | -14.3% | +151.6% | +142.5% |
| YTD | +222.5% | -4.4% | +226.9% | +220.3% |
| 1Y | +366.2% | +4.3% | +361.9% | +349.5% |
| 3Y | +1,352.9% | +100.1% | +1,252.8% | +1,064.8% |
| 5Y | +1,077.4% | +130.8% | +946.6% | +785.8% |
| All | +1,077.4% | +129.2% | +948.2% | +785.8% |
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