-5.4%
STM vs W
-54.3%
+48.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.0% |
| 7D | +16.3% | -1.7% | +18.0% | +16.7% |
| 30D | -6.3% | +3.2% | -9.5% | -7.1% |
| 3M | -14.1% | +8.3% | -22.4% | -16.2% |
| 6M | -19.6% | +84.3% | -103.9% | -31.7% |
| YTD | +80.1% | +11.0% | +69.1% | +69.1% |
| 1Y | +95.4% | -0.2% | +95.6% | +87.0% |
| 3Y | +14.7% | +157.9% | -143.2% | -19.7% |
| 5Y | -5.4% | -56.8% | +51.4% | -19.6% |
| All | -5.4% | -54.3% | +48.9% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling