+16,011.1%
STX vs WSM
+2,553.0%
+13,458.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.3% | +5.7% |
| 7D | +2.4% | -3.3% | +5.6% | +3.5% |
| 30D | +1.4% | -8.4% | +9.8% | +4.2% |
| 3M | -8.2% | +9.7% | -17.9% | -11.8% |
| 6M | +127.0% | +16.7% | +110.3% | +113.2% |
| YTD | +209.1% | +28.7% | +180.5% | +180.8% |
| 1Y | +365.4% | +13.7% | +351.8% | +338.9% |
| 3Y | +1,135.4% | +230.1% | +905.3% | +669.4% |
| 5Y | +991.5% | +179.0% | +812.6% | +587.2% |
| 10Y | +3,695.8% | +1,002.5% | +2,693.3% | +1,185.7% |
| All | +16,011.1% | +2,553.0% | +13,458.1% | +2,781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling