+95.4%
STM vs WM
+21.7%
+73.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +1.7% |
| 7D | +16.3% | +1.2% | +15.1% | +17.4% |
| 30D | -6.3% | +15.2% | -21.5% | +5.2% |
| 3M | -14.1% | +8.3% | -22.4% | -7.6% |
| 6M | -19.6% | +13.1% | -32.7% | -12.3% |
| YTD | +80.1% | +12.5% | +67.6% | +97.7% |
| 1Y | +95.4% | +21.8% | +73.6% | +117.6% |
| All | +95.4% | +21.7% | +73.7% | +117.6% |
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