+392.6%
STM vs WM
+339.4%
+53.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.2% |
| 7D | -10.7% | +1.2% | -11.9% | -11.3% |
| 30D | -25.7% | +13.1% | -38.8% | -29.9% |
| 3M | -21.6% | +3.6% | -25.2% | -23.4% |
| 6M | -27.8% | +8.1% | -35.9% | -32.2% |
| YTD | +61.8% | +8.9% | +52.8% | +50.8% |
| 1Y | +78.1% | +20.3% | +57.8% | +57.1% |
| 3Y | +4.9% | +46.2% | -41.3% | -20.1% |
| 5Y | -14.3% | +59.9% | -74.2% | -39.3% |
| All | +392.6% | +339.4% | +53.2% | +128.4% |
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