+1,144.9%
STX vs WSM
+189.5%
+955.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.4% |
| 7D | +10.7% | +2.6% | +8.2% | +9.9% |
| 30D | +11.3% | -9.5% | +20.8% | +14.5% |
| 3M | +3.2% | +12.9% | -9.7% | -1.5% |
| 6M | +157.0% | +23.0% | +133.9% | +138.0% |
| YTD | +229.2% | +28.9% | +200.3% | +200.6% |
| 1Y | +381.8% | +13.7% | +368.2% | +355.7% |
| 3Y | +1,383.2% | +232.6% | +1,150.6% | +851.5% |
| 5Y | +1,144.9% | +185.9% | +959.0% | +687.2% |
| All | +1,144.9% | +189.5% | +955.4% | +687.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling