+97.4%
STM vs WU
-11.3%
+108.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | +5.2% | -0.8% | +6.1% | +5.2% |
| 30D | -7.4% | -1.1% | -6.2% | -7.4% |
| 3M | -30.6% | -1.8% | -28.8% | -31.4% |
| 6M | +66.4% | -23.9% | +90.3% | +69.5% |
| YTD | +101.1% | -20.4% | +121.6% | +102.1% |
| 1Y | +97.4% | -10.6% | +107.9% | +94.9% |
| All | +97.4% | -11.3% | +108.7% | +94.9% |
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