+326.4%
WM vs STT
+198.3%
+128.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.2% | +1.1% | 0.0% | +0.9% |
| 30D | +13.7% | -1.9% | +15.6% | +14.0% |
| 3M | +5.2% | -7.6% | +12.8% | +6.7% |
| 6M | +11.2% | +16.0% | -4.8% | +7.4% |
| YTD | +9.4% | +36.2% | -26.8% | +1.8% |
| 1Y | +20.4% | +46.8% | -26.4% | +10.1% |
| 3Y | +44.7% | +177.8% | -133.1% | +13.2% |
| 5Y | +58.5% | +105.8% | -47.4% | +29.3% |
| 10Y | +326.4% | +197.6% | +128.8% | +209.2% |
| All | +326.4% | +198.3% | +128.1% | +209.2% |
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