+324.8%
WM vs STT
+203.9%
+120.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +0.8% | +0.4% | +0.3% | +0.6% |
| 30D | +13.8% | -0.4% | +14.2% | +13.8% |
| 3M | +6.4% | -6.5% | +12.9% | +7.6% |
| 6M | +13.2% | +17.2% | -4.0% | +9.1% |
| YTD | +10.8% | +38.2% | -27.4% | +2.7% |
| 1Y | +20.2% | +49.3% | -29.1% | +9.6% |
| 3Y | +46.5% | +181.9% | -135.5% | +14.2% |
| 5Y | +61.3% | +106.9% | -45.7% | +31.5% |
| 10Y | +324.8% | +203.1% | +121.6% | +206.8% |
| All | +324.8% | +203.9% | +120.8% | +206.8% |
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