+3,476.8%
STX vs WY
+7.2%
+3,469.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.5% |
| 7D | +8.0% | -3.7% | +11.7% | +9.7% |
| 30D | +5.1% | -11.3% | +16.4% | +10.4% |
| 3M | +5.8% | -8.1% | +13.9% | +8.2% |
| 6M | +124.9% | -7.4% | +132.4% | +128.0% |
| YTD | +213.9% | -4.7% | +218.6% | +212.3% |
| 1Y | +350.4% | -9.2% | +359.6% | +356.7% |
| 3Y | +1,314.2% | -24.7% | +1,338.9% | +1,438.8% |
| 5Y | +1,092.8% | -21.6% | +1,114.4% | +1,174.6% |
| All | +3,476.8% | +7.2% | +3,469.6% | +3,098.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling