+21.0%
STM vs WM
+52.1%
-31.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +5.8% | -0.3% | +6.1% | +5.8% |
| 30D | -1.0% | -2.4% | +1.4% | -0.7% |
| 3M | -33.3% | +0.4% | -33.7% | -34.3% |
| 6M | +57.4% | -9.5% | +66.8% | +60.3% |
| YTD | +102.2% | +0.5% | +101.7% | +98.4% |
| 1Y | +99.6% | -1.1% | +100.7% | +96.7% |
| 3Y | +14.5% | +46.0% | -31.5% | -6.7% |
| All | +21.0% | +52.1% | -31.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling