+26,336.4%
WM vs STT
+7,372.9%
+18,963.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -2.4% | +3.9% | -6.2% | -3.2% |
| 3M | +0.4% | +20.0% | -19.5% | -3.4% |
| 6M | -9.5% | +55.3% | -64.8% | -17.5% |
| YTD | +0.5% | +53.3% | -52.8% | -8.4% |
| 1Y | -1.1% | +74.7% | -75.8% | -12.3% |
| 3Y | +46.0% | +205.8% | -159.8% | +14.1% |
| 5Y | +51.8% | +145.0% | -93.2% | +21.1% |
| 10Y | +307.5% | +266.0% | +41.5% | +186.4% |
| All | +26,336.4% | +7,372.9% | +18,963.4% | +8,902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling