+1,986.1%
STM vs WM
+3,671.9%
-1,685.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -6.7% |
| 7D | -6.0% | +5.9% | -11.9% | -8.3% |
| 30D | -20.9% | +15.4% | -36.3% | -25.8% |
| 3M | -15.8% | +6.3% | -22.1% | -18.5% |
| 6M | -17.0% | +5.6% | -22.6% | -20.9% |
| YTD | +76.8% | +9.9% | +66.9% | +65.7% |
| 1Y | +96.5% | +20.8% | +75.7% | +76.7% |
| 3Y | +14.0% | +48.5% | -34.5% | -7.6% |
| 5Y | -5.8% | +60.6% | -66.4% | -26.8% |
| 10Y | +461.9% | +349.8% | +112.1% | +184.4% |
| All | +1,986.1% | +3,671.9% | -1,685.7% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling