+465.1%
STM vs W
+212.4%
+252.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +12.0% | +0.2% | +11.8% | +12.0% |
| 30D | -0.4% | +6.8% | -7.2% | -2.1% |
| 3M | -13.2% | +10.7% | -23.9% | -15.7% |
| 6M | -26.1% | +86.3% | -112.4% | -37.3% |
| YTD | +81.2% | +11.5% | +69.7% | +70.1% |
| 1Y | +98.3% | +5.1% | +93.2% | +87.8% |
| 3Y | +16.7% | +171.0% | -154.3% | -18.4% |
| 5Y | -4.8% | -56.6% | +51.8% | -14.8% |
| All | +465.1% | +212.4% | +252.7% | +179.7% |
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