+422.5%
STM vs WM
+337.2%
+85.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.6% | +6.7% |
| 7D | -5.6% | -0.5% | -5.1% | -5.6% |
| 30D | -14.4% | +13.3% | -27.7% | -19.3% |
| 3M | -20.5% | +4.4% | -24.8% | -22.5% |
| 6M | -24.5% | +10.8% | -35.3% | -30.0% |
| YTD | +72.7% | +9.1% | +63.6% | +60.9% |
| 1Y | +91.0% | +19.1% | +71.9% | +69.4% |
| 3Y | +13.5% | +45.7% | -32.1% | -13.4% |
| 5Y | -9.2% | +60.4% | -69.6% | -35.8% |
| 10Y | +422.5% | +328.7% | +93.8% | +138.1% |
| All | +422.5% | +337.2% | +85.3% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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