+504.0%
STX vs WY
-31.7%
+535.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | -1.0% | -5.1% | +4.1% | +0.9% |
| 30D | -26.8% | +9.0% | -35.8% | -29.8% |
| 3M | -32.7% | -16.7% | -16.0% | -28.1% |
| 6M | -33.7% | -10.3% | -23.5% | -32.7% |
| YTD | +101.0% | -10.5% | +111.5% | +102.0% |
| 1Y | +92.7% | -5.9% | +98.6% | +87.8% |
| 3Y | +708.7% | -24.7% | +733.4% | +767.2% |
| 5Y | +504.0% | -31.5% | +535.5% | +603.9% |
| All | +504.0% | -31.7% | +535.7% | +603.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling