+21.1%
STM vs WSM
+239.4%
-218.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +5.2% | +2.6% | +2.6% | +4.2% |
| 30D | -7.4% | -9.5% | +2.2% | -3.7% |
| 3M | -30.6% | +12.9% | -43.5% | -34.0% |
| 6M | +66.4% | +23.0% | +43.3% | +52.9% |
| YTD | +101.1% | +28.9% | +72.2% | +80.9% |
| 1Y | +97.4% | +13.7% | +83.7% | +85.5% |
| 3Y | +21.1% | +232.6% | -211.5% | -14.9% |
| All | +21.1% | +239.4% | -218.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling