+534.7%
WMT vs STT
+198.7%
+336.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | +5.1% | -6.3% | -2.0% |
| 30D | +12.4% | -0.2% | +12.6% | +12.3% |
| 3M | +9.0% | -8.1% | +17.2% | +10.4% |
| 6M | -3.0% | +16.6% | -19.6% | -5.6% |
| YTD | +14.0% | +37.8% | -23.8% | +7.6% |
| 1Y | +23.0% | +46.8% | -23.8% | +14.8% |
| 3Y | +135.1% | +181.2% | -46.1% | +95.5% |
| 5Y | +172.7% | +105.1% | +67.6% | +133.6% |
| All | +534.7% | +198.7% | +336.0% | +401.8% |
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