+28,817.6%
WM vs STT
+6,570.9%
+22,246.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +15.4% | -1.7% | +17.1% | +15.7% |
| 3M | +6.3% | -6.4% | +12.7% | +7.6% |
| 6M | +5.6% | +17.7% | -12.1% | +1.8% |
| YTD | +9.9% | +36.9% | -26.9% | +2.4% |
| 1Y | +20.8% | +52.0% | -31.2% | +10.1% |
| 3Y | +48.5% | +178.6% | -130.0% | +18.2% |
| 5Y | +60.6% | +109.1% | -48.5% | +32.3% |
| 10Y | +349.8% | +226.1% | +123.7% | +223.3% |
| All | +28,817.6% | +6,570.9% | +22,246.8% | +9,960.5% |
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