+465.1%
STM vs WSM
+1,131.4%
-666.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +12.0% | 0.0% | +12.0% | +12.0% |
| 30D | -0.4% | +5.1% | -5.5% | -2.5% |
| 3M | -13.2% | +5.1% | -18.3% | -15.2% |
| 6M | -26.1% | +48.6% | -74.7% | -36.5% |
| YTD | +81.2% | +44.2% | +37.0% | +56.6% |
| 1Y | +98.3% | +38.1% | +60.2% | +73.9% |
| 3Y | +16.7% | +257.2% | -240.5% | -30.1% |
| 5Y | -4.8% | +165.1% | -169.9% | -39.7% |
| All | +465.1% | +1,131.4% | -666.3% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling