+98.3%
STM vs WU
-15.0%
+113.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.7% |
| 7D | +12.0% | -2.0% | +14.0% | +11.8% |
| 30D | -0.4% | +11.4% | -11.8% | +0.1% |
| 3M | -13.2% | -6.8% | -6.4% | -12.2% |
| 6M | -26.1% | -14.6% | -11.4% | -24.6% |
| YTD | +81.2% | -20.6% | +101.8% | +83.4% |
| 1Y | +98.3% | -15.4% | +113.7% | +89.6% |
| All | +98.3% | -15.0% | +113.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling