+1,972.8%
STX vs WY
+5.0%
+1,967.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.8% |
| 7D | +14.6% | -0.8% | +15.4% | +15.0% |
| 30D | -26.0% | +10.1% | -36.1% | -29.7% |
| 3M | -42.6% | -15.4% | -27.2% | -39.3% |
| 6M | -35.3% | -8.3% | -27.0% | -34.8% |
| YTD | +92.5% | -9.8% | +102.3% | +93.5% |
| 1Y | +102.4% | -3.9% | +106.3% | +97.1% |
| 3Y | +673.8% | -23.3% | +697.1% | +723.0% |
| 5Y | +463.1% | -31.2% | +494.3% | +529.8% |
| All | +1,972.8% | +5.0% | +1,967.8% | +1,788.7% |
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