+97.4%
STM vs WPM
+46.9%
+50.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +5.2% | +7.0% | -1.8% | +2.4% |
| 30D | -7.4% | +15.7% | -23.1% | -13.0% |
| 3M | -30.6% | +35.2% | -65.8% | -39.3% |
| 6M | +66.4% | +6.1% | +60.3% | +56.2% |
| YTD | +101.1% | +32.6% | +68.6% | +84.7% |
| 1Y | +97.4% | +46.9% | +50.5% | +82.5% |
| All | +97.4% | +46.9% | +50.5% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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