+10,577.7%
WMT vs STT
+6,537.0%
+4,040.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.6% | +1.1% | -0.6% | +0.3% |
| 30D | +12.8% | -1.9% | +14.7% | +13.1% |
| 3M | +11.7% | -7.6% | +19.3% | +13.3% |
| 6M | -3.5% | +16.0% | -19.5% | -6.7% |
| YTD | +13.4% | +36.2% | -22.8% | +5.9% |
| 1Y | +23.6% | +46.8% | -23.2% | +13.7% |
| 3Y | +133.9% | +177.8% | -43.9% | +87.6% |
| 5Y | +170.1% | +105.8% | +64.3% | +124.5% |
| 10Y | +523.5% | +197.6% | +325.9% | +354.6% |
| All | +10,577.7% | +6,537.0% | +4,040.7% | +2,028.8% |
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 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