+5.3%
WMT vs STT
+78.9%
-73.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | 0.0% | -0.4% | +0.5% | 0.0% |
| 30D | -7.4% | +1.7% | -9.1% | -7.5% |
| 3M | -10.9% | +17.9% | -28.8% | -10.7% |
| 6M | -12.7% | +55.3% | -68.0% | -12.7% |
| YTD | -3.2% | +52.7% | -55.9% | -3.5% |
| 1Y | +5.3% | +75.7% | -70.4% | +4.0% |
| All | +5.3% | +78.9% | -73.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling