+68.0%
STM vs WM
+22.5%
+45.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +1.2% | -13.6% | -11.5% |
| 7D | -20.1% | +4.5% | -24.6% | -17.1% |
| 30D | -32.0% | +16.1% | -48.0% | -23.3% |
| 3M | -24.2% | +8.0% | -32.2% | -18.7% |
| 6M | -29.9% | +8.4% | -38.3% | -23.7% |
| YTD | +54.9% | +11.2% | +43.7% | +68.4% |
| 1Y | +68.0% | +22.3% | +45.7% | +86.4% |
| All | +68.0% | +22.5% | +45.5% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling