+440.0%
STM vs WPM
+5,967.5%
-5,527.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -1.0% | +26.4% | -27.4% | -5.8% |
| 3M | -33.3% | +20.8% | -54.1% | -35.9% |
| 6M | +57.4% | +1.1% | +56.2% | +56.2% |
| YTD | +102.2% | +32.5% | +69.7% | +90.2% |
| 1Y | +99.6% | +51.5% | +48.1% | +82.1% |
| 3Y | +14.5% | +267.0% | -252.5% | -13.2% |
| 5Y | +21.4% | +250.1% | -228.8% | -8.4% |
| 10Y | +695.0% | +540.4% | +154.6% | +415.6% |
| All | +440.0% | +5,967.5% | -5,527.5% | +125.3% |
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