+661.5%
STM vs W
+146.8%
+514.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +1.3% |
| 7D | +5.8% | -4.2% | +10.0% | +6.8% |
| 30D | -1.0% | -7.6% | +6.6% | +0.6% |
| 3M | -33.3% | +37.2% | -70.4% | -38.9% |
| 6M | +57.4% | +26.3% | +31.0% | +45.7% |
| YTD | +102.2% | -1.0% | +103.2% | +96.0% |
| 1Y | +99.6% | +20.1% | +79.5% | +81.8% |
| 3Y | +14.5% | +37.8% | -23.3% | -7.2% |
| 5Y | +21.4% | -63.7% | +85.0% | +13.4% |
| All | +661.5% | +146.8% | +514.7% | +297.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling