+698.5%
STX vs WSM
+255.1%
+443.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | 0.0% |
| 7D | +16.8% | -3.2% | +20.0% | +17.9% |
| 30D | -27.0% | +4.6% | -31.7% | -28.0% |
| 3M | -37.9% | +2.4% | -40.3% | -38.4% |
| 6M | -32.5% | +43.7% | -76.2% | -39.7% |
| YTD | +98.6% | +42.1% | +56.5% | +77.6% |
| 1Y | +93.6% | +32.3% | +61.3% | +76.6% |
| All | +698.5% | +255.1% | +443.4% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling