+361.2%
STM vs WPM
+5,535.3%
-5,174.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +5.6% |
| 7D | -5.6% | +20.8% | -26.4% | -9.4% |
| 30D | -14.4% | +3.8% | -18.3% | -15.2% |
| 3M | -20.5% | +7.4% | -27.9% | -22.0% |
| 6M | -24.5% | +4.0% | -28.5% | -25.5% |
| YTD | +72.7% | +23.0% | +49.7% | +64.5% |
| 1Y | +91.0% | +45.9% | +45.1% | +75.9% |
| 3Y | +13.5% | +242.9% | -229.4% | -12.8% |
| 5Y | -9.2% | +259.5% | -268.7% | -31.8% |
| 10Y | +422.5% | +577.7% | -155.2% | +236.3% |
| All | +361.2% | +5,535.3% | -5,174.1% | +94.8% |
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