+9,012.0%
WMT vs STT
+7,372.9%
+1,639.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +3.9% | +0.5% | +3.4% | +3.8% |
| 30D | -4.4% | +3.9% | -8.3% | -5.1% |
| 3M | -8.8% | +20.0% | -28.7% | -12.2% |
| 6M | -15.6% | +55.3% | -71.0% | -23.0% |
| YTD | -3.2% | +53.3% | -56.6% | -11.6% |
| 1Y | +7.0% | +74.7% | -67.7% | -4.9% |
| 3Y | +105.3% | +205.8% | -100.5% | +61.7% |
| 5Y | +129.3% | +145.0% | -15.7% | +84.1% |
| 10Y | +423.9% | +266.0% | +157.9% | +266.7% |
| All | +9,012.0% | +7,372.9% | +1,639.0% | +1,677.0% |
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 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