+544.2%
WMT vs STT
+198.3%
+346.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.0% | +4.8% | -2.7% | +1.3% |
| 30D | +10.3% | +3.9% | +6.3% | +9.6% |
| 3M | +11.0% | -8.2% | +19.1% | +12.3% |
| 6M | -2.3% | +15.6% | -17.9% | -4.9% |
| YTD | +15.7% | +37.6% | -21.9% | +9.2% |
| 1Y | +26.0% | +50.1% | -24.2% | +17.1% |
| 3Y | +136.5% | +183.1% | -46.6% | +96.5% |
| 5Y | +176.8% | +104.8% | +72.0% | +137.1% |
| All | +544.2% | +198.3% | +346.0% | +409.4% |
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