+16,011.1%
STX vs WY
+194.0%
+15,817.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +5.9% |
| 7D | +2.4% | -1.7% | +4.1% | +3.3% |
| 30D | +1.4% | -10.1% | +11.5% | +6.5% |
| 3M | -8.2% | -5.1% | -3.1% | -7.4% |
| 6M | +127.0% | -4.8% | +131.8% | +127.5% |
| YTD | +209.1% | -0.2% | +209.4% | +201.0% |
| 1Y | +365.4% | -6.6% | +372.0% | +366.4% |
| 3Y | +1,135.4% | -22.7% | +1,158.1% | +1,235.9% |
| 5Y | +991.5% | -22.2% | +1,013.7% | +1,072.5% |
| 10Y | +3,695.8% | +7.3% | +3,688.5% | +3,018.0% |
| All | +16,011.1% | +194.0% | +15,817.1% | +6,875.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling