+96.5%
STM vs W
+21.5%
+75.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +11.0% | -17.1% | -8.1% |
| 7D | -6.0% | +8.4% | -14.4% | -7.5% |
| 30D | -20.9% | +16.5% | -37.5% | -23.4% |
| 3M | -15.8% | +6.4% | -22.2% | -17.0% |
| 6M | -17.0% | +90.5% | -107.6% | -28.9% |
| YTD | +76.8% | +23.1% | +53.7% | +58.0% |
| 1Y | +96.5% | +24.3% | +72.2% | +75.8% |
| All | +96.5% | +21.5% | +75.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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