+2,285.7%
STM vs GWW
+8,085.0%
-5,799.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +5.8% | +1.4% | +4.4% | +4.9% |
| 30D | -1.0% | +3.3% | -4.3% | -3.0% |
| 3M | -33.3% | +2.9% | -36.2% | -34.8% |
| 6M | +57.4% | +15.8% | +41.6% | +43.7% |
| YTD | +102.2% | +32.0% | +70.2% | +70.2% |
| 1Y | +99.6% | +29.9% | +69.7% | +69.3% |
| 3Y | +14.5% | +91.1% | -76.6% | -23.8% |
| 5Y | +21.4% | +223.9% | -202.6% | -42.4% |
| 10Y | +695.0% | +567.0% | +127.9% | +123.2% |
| All | +2,285.7% | +8,085.0% | -5,799.3% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling