+332.0%
STM vs WPM
+5,236.6%
-4,904.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.8% |
| 7D | -10.7% | +16.9% | -27.7% | -13.8% |
| 30D | -25.7% | +2.0% | -27.7% | -26.2% |
| 3M | -21.6% | +8.9% | -30.5% | -23.3% |
| 6M | -27.8% | +1.6% | -29.4% | -28.4% |
| YTD | +61.8% | +16.5% | +45.3% | +55.7% |
| 1Y | +78.1% | +42.2% | +35.9% | +64.8% |
| 3Y | +4.9% | +213.3% | -208.4% | -18.0% |
| 5Y | -14.3% | +249.9% | -264.2% | -35.3% |
| 10Y | +414.1% | +549.4% | -135.3% | +233.7% |
| All | +332.0% | +5,236.6% | -4,904.6% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling