+476.2%
STX vs WSM
+163.9%
+312.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.5% |
| 7D | +14.6% | 0.0% | +14.6% | +14.6% |
| 30D | -26.0% | +5.1% | -31.1% | -27.2% |
| 3M | -42.6% | +5.1% | -47.7% | -43.6% |
| 6M | -35.3% | +48.6% | -83.9% | -43.3% |
| YTD | +92.5% | +44.2% | +48.3% | +69.7% |
| 1Y | +102.4% | +38.1% | +64.3% | +80.8% |
| 3Y | +673.8% | +257.2% | +416.6% | +390.9% |
| All | +476.2% | +163.9% | +312.3% | +274.2% |
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