+9,929.9%
STX vs WSM
+2,872.6%
+7,057.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.6% |
| 7D | +14.6% | 0.0% | +14.6% | +14.6% |
| 30D | -26.0% | +5.1% | -31.1% | -27.4% |
| 3M | -42.6% | +5.1% | -47.7% | -43.7% |
| 6M | -35.3% | +48.6% | -83.9% | -43.9% |
| YTD | +92.5% | +44.2% | +48.3% | +67.9% |
| 1Y | +102.4% | +38.1% | +64.3% | +79.1% |
| 3Y | +673.8% | +257.2% | +416.6% | +371.0% |
| 5Y | +463.1% | +165.1% | +298.0% | +260.8% |
| 10Y | +2,014.6% | +1,123.6% | +891.0% | +591.1% |
| All | +9,929.9% | +2,872.6% | +7,057.3% | +1,622.9% |
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