+98.8%
STM vs GWW
+29.7%
+69.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -1.1% | -3.1% | +2.1% | +0.5% |
| 30D | -7.8% | -2.3% | -5.5% | -6.8% |
| 3M | -28.2% | -3.3% | -24.9% | -27.6% |
| 6M | +52.0% | +15.4% | +36.6% | +36.8% |
| YTD | +96.4% | +26.7% | +69.6% | +67.9% |
| 1Y | +98.8% | +29.0% | +69.9% | +68.2% |
| All | +98.8% | +29.7% | +69.2% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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