+10,632.1%
WMT vs STT
+6,617.4%
+4,014.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | +5.1% | -6.3% | -2.2% |
| 30D | +12.4% | -0.2% | +12.6% | +12.3% |
| 3M | +9.0% | -8.1% | +17.2% | +10.7% |
| 6M | -3.0% | +16.6% | -19.6% | -6.2% |
| YTD | +14.0% | +37.8% | -23.8% | +6.2% |
| 1Y | +23.0% | +46.8% | -23.8% | +13.1% |
| 3Y | +135.1% | +181.2% | -46.1% | +88.1% |
| 5Y | +172.7% | +105.1% | +67.6% | +126.9% |
| 10Y | +528.1% | +202.3% | +325.8% | +356.5% |
| All | +10,632.1% | +6,617.4% | +4,014.7% | +2,034.5% |
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