+16.1%
STM vs GWW
+95.0%
-78.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.1% |
| 7D | +16.3% | +3.7% | +12.6% | +14.2% |
| 30D | -6.3% | +13.6% | -19.9% | -12.3% |
| 3M | -14.1% | +15.4% | -29.5% | -20.4% |
| 6M | -19.6% | +21.8% | -41.4% | -28.1% |
| YTD | +80.1% | +50.0% | +30.1% | +42.4% |
| 1Y | +95.4% | +60.2% | +35.1% | +48.7% |
| All | +16.1% | +95.0% | -78.9% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling