+613.2%
STM vs W
+212.6%
+400.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.1% |
| 7D | -7.9% | +1.1% | -9.0% | -8.2% |
| 30D | -14.1% | +6.4% | -20.5% | -15.4% |
| 3M | -17.6% | +9.0% | -26.6% | -19.6% |
| 6M | -24.2% | +69.8% | -94.1% | -33.6% |
| YTD | +73.3% | +12.1% | +61.2% | +63.5% |
| 1Y | +90.1% | 0.0% | +90.1% | +82.8% |
| 3Y | +10.3% | +160.3% | -150.0% | -19.5% |
| 5Y | -5.7% | -53.3% | +47.6% | -16.8% |
| 10Y | +444.1% | +217.0% | +227.1% | +198.2% |
| All | +613.2% | +212.6% | +400.6% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling