+78.1%
STM vs W
+10.8%
+67.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.9% | +4.7% |
| 7D | -10.7% | -3.6% | -7.1% | -10.0% |
| 30D | -25.7% | +7.0% | -32.7% | -26.7% |
| 3M | -21.6% | +7.4% | -28.9% | -22.8% |
| 6M | -27.8% | +69.3% | -97.1% | -36.5% |
| YTD | +61.8% | +11.3% | +50.5% | +47.7% |
| 1Y | +78.1% | +13.2% | +64.9% | +62.8% |
| All | +78.1% | +10.8% | +67.3% | +62.8% |
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