+53.9%
WM vs STT
+145.1%
-91.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -2.4% | +3.9% | -6.2% | -2.8% |
| 3M | +0.4% | +20.0% | -19.5% | -1.8% |
| 6M | -9.5% | +55.3% | -64.8% | -14.4% |
| YTD | +0.5% | +53.3% | -52.8% | -4.9% |
| 1Y | -1.1% | +74.7% | -75.8% | -8.2% |
| 3Y | +46.0% | +205.8% | -159.8% | +23.8% |
| All | +53.9% | +145.1% | -91.1% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling