+16,011.1%
STX vs WMT
+864.8%
+15,146.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.8% |
| 7D | +2.4% | +3.9% | -1.6% | +0.6% |
| 30D | +1.4% | -4.4% | +5.8% | +2.8% |
| 3M | -8.2% | -8.8% | +0.6% | -5.9% |
| 6M | +127.0% | -15.6% | +142.7% | +139.1% |
| YTD | +209.1% | -3.2% | +212.4% | +206.5% |
| 1Y | +365.4% | +7.0% | +358.4% | +336.7% |
| 3Y | +1,135.4% | +105.3% | +1,030.1% | +743.0% |
| 5Y | +991.5% | +129.3% | +862.2% | +593.6% |
| 10Y | +3,695.8% | +423.9% | +3,271.9% | +1,400.9% |
| All | +16,011.1% | +864.8% | +15,146.3% | +4,147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling