+1,077.4%
STX vs WY
-20.4%
+1,097.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +9.6% | -1.7% | +11.3% | +10.3% |
| 30D | +10.6% | -9.9% | +20.5% | +15.4% |
| 3M | +4.8% | -7.5% | +12.3% | +7.0% |
| 6M | +137.3% | -5.1% | +142.4% | +137.4% |
| YTD | +222.5% | -2.1% | +224.6% | +215.1% |
| 1Y | +366.2% | -7.3% | +373.6% | +368.2% |
| 3Y | +1,352.9% | -22.6% | +1,375.5% | +1,479.5% |
| 5Y | +1,077.4% | -19.8% | +1,097.2% | +1,164.6% |
| All | +1,077.4% | -20.4% | +1,097.9% | +1,164.6% |
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