+63.3%
WM vs STT
+97.1%
-33.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +1.6% |
| 7D | +4.5% | -4.9% | +9.4% | +5.0% |
| 30D | +16.1% | -6.0% | +22.0% | +16.7% |
| 3M | +8.0% | -11.7% | +19.7% | +9.3% |
| 6M | +8.4% | +11.7% | -3.3% | +6.7% |
| YTD | +11.2% | +30.4% | -19.2% | +7.1% |
| 1Y | +22.3% | +43.9% | -21.6% | +16.2% |
| 3Y | +50.2% | +165.4% | -115.2% | +29.5% |
| 5Y | +63.3% | +101.0% | -37.7% | +40.7% |
| All | +63.3% | +97.1% | -33.8% | +40.7% |
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