+326.7%
STM vs WU
-20.5%
+347.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.9% |
| 7D | -5.6% | +9.1% | -14.6% | -10.4% |
| 30D | -14.4% | +12.1% | -26.5% | -20.2% |
| 3M | -20.5% | +0.3% | -20.8% | -22.2% |
| 6M | -24.5% | -19.1% | -5.4% | -19.9% |
| YTD | +72.7% | -19.2% | +91.9% | +81.8% |
| 1Y | +91.0% | -15.3% | +106.3% | +95.9% |
| 3Y | +13.5% | -21.3% | +34.8% | +17.6% |
| 5Y | -9.2% | -41.7% | +32.5% | +7.2% |
| 10Y | +422.5% | -36.0% | +458.5% | +462.6% |
| All | +326.7% | -20.5% | +347.1% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling