-9.2%
STM vs WSM
+184.9%
-194.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.6% |
| 7D | -5.6% | +0.9% | -6.4% | -6.0% |
| 30D | -14.4% | +8.6% | -23.0% | -17.4% |
| 3M | -20.5% | +4.2% | -24.7% | -22.1% |
| 6M | -24.5% | +44.6% | -69.1% | -35.3% |
| YTD | +72.7% | +48.5% | +24.2% | +45.7% |
| 1Y | +91.0% | +34.7% | +56.4% | +67.3% |
| 3Y | +13.5% | +271.0% | -257.5% | -35.8% |
| 5Y | -9.2% | +180.9% | -190.1% | -46.3% |
| All | -9.2% | +184.9% | -194.1% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling