+89.4%
STM vs BBWI
-1.7%
+91.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.5% |
| 7D | -5.6% | -6.2% | +0.6% | -4.6% |
| 30D | -14.4% | +25.5% | -39.9% | -17.4% |
| 3M | -20.5% | +8.0% | -28.4% | -21.4% |
| 6M | -24.5% | +12.7% | -37.2% | -26.4% |
| YTD | +72.7% | +11.6% | +61.0% | +68.3% |
| All | +89.4% | -1.7% | +91.1% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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