+392.6%
STM vs W
+238.4%
+154.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.9% | +4.8% |
| 7D | -10.7% | -3.6% | -7.1% | -10.2% |
| 30D | -25.7% | +7.0% | -32.7% | -27.1% |
| 3M | -21.6% | +7.4% | -28.9% | -23.3% |
| 6M | -27.8% | +69.3% | -97.1% | -37.5% |
| YTD | +61.8% | +11.3% | +50.5% | +51.9% |
| 1Y | +78.1% | +13.2% | +64.9% | +65.5% |
| 3Y | +4.9% | +142.0% | -137.1% | -24.8% |
| 5Y | -14.3% | -54.6% | +40.4% | -24.1% |
| All | +392.6% | +238.4% | +154.2% | +152.7% |
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