+22.5%
STM vs GWW
+222.6%
-200.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.9% |
| 7D | +5.2% | -1.5% | +6.7% | +6.0% |
| 30D | -7.4% | +1.1% | -8.5% | -8.0% |
| 3M | -30.6% | -1.0% | -29.7% | -30.7% |
| 6M | +66.4% | +16.3% | +50.1% | +52.3% |
| YTD | +101.1% | +28.5% | +72.6% | +74.1% |
| 1Y | +97.4% | +30.3% | +67.1% | +69.4% |
| 3Y | +21.1% | +91.6% | -70.5% | -16.6% |
| 5Y | +22.5% | +224.0% | -201.5% | -35.5% |
| All | +22.5% | +222.6% | -200.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling