+336.4%
WM vs STT
+204.5%
+131.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +1.2% | -2.5% | +3.7% | +1.7% |
| 30D | +13.1% | -5.0% | +18.0% | +14.1% |
| 3M | +3.6% | -10.5% | +14.1% | +5.7% |
| 6M | +8.1% | +10.0% | -1.9% | +5.5% |
| YTD | +8.9% | +30.7% | -21.8% | +2.1% |
| 1Y | +20.3% | +43.8% | -23.4% | +10.5% |
| 3Y | +46.2% | +168.1% | -121.9% | +15.1% |
| 5Y | +59.9% | +101.4% | -41.5% | +30.9% |
| All | +336.4% | +204.5% | +131.9% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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