+2,285.7%
STM vs WSM
+9,620.1%
-7,334.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.2% |
| 7D | +5.8% | -3.3% | +9.1% | +6.9% |
| 30D | -1.0% | -8.4% | +7.4% | +1.7% |
| 3M | -33.3% | +9.7% | -42.9% | -35.2% |
| 6M | +57.4% | +16.7% | +40.7% | +49.6% |
| YTD | +102.2% | +28.7% | +73.5% | +86.0% |
| 1Y | +99.6% | +13.7% | +85.9% | +90.5% |
| 3Y | +14.5% | +230.1% | -215.6% | -24.3% |
| 5Y | +21.4% | +179.0% | -157.6% | -18.3% |
| 10Y | +695.0% | +1,002.5% | -307.6% | +222.7% |
| All | +2,285.7% | +9,620.1% | -7,334.4% | +275.7% |
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