+1,937.6%
STM vs WSM
+11,118.2%
-9,180.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.8% |
| 7D | -5.6% | +0.9% | -6.4% | -5.9% |
| 30D | -14.4% | +8.6% | -23.0% | -16.8% |
| 3M | -20.5% | +4.2% | -24.7% | -21.7% |
| 6M | -24.5% | +44.6% | -69.1% | -33.1% |
| YTD | +72.7% | +48.5% | +24.2% | +51.4% |
| 1Y | +91.0% | +34.7% | +56.4% | +72.5% |
| 3Y | +13.5% | +271.0% | -257.5% | -27.6% |
| 5Y | -9.2% | +180.9% | -190.1% | -39.1% |
| 10Y | +422.5% | +1,235.4% | -812.8% | +99.6% |
| All | +1,937.6% | +11,118.2% | -9,180.6% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling