+131.4%
WMT vs STT
+153.4%
-22.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -6.4% | +2.2% | -8.6% | -6.7% |
| 3M | -12.1% | +18.8% | -30.9% | -14.4% |
| 6M | -15.0% | +57.9% | -72.9% | -20.9% |
| YTD | -4.5% | +51.0% | -55.5% | -10.7% |
| 1Y | +6.2% | +77.1% | -71.0% | -3.5% |
| 3Y | +99.9% | +199.8% | -100.0% | +66.0% |
| 5Y | +131.4% | +156.0% | -24.5% | +86.3% |
| All | +131.4% | +153.4% | -22.0% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling