+399.6%
STM vs WU
-19.6%
+419.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.4% |
| 7D | +5.8% | -0.8% | +6.6% | +6.2% |
| 30D | -1.0% | -1.1% | +0.1% | -0.8% |
| 3M | -33.3% | -3.9% | -29.4% | -33.8% |
| 6M | +57.4% | -20.7% | +78.0% | +71.0% |
| YTD | +102.2% | -18.4% | +120.5% | +115.6% |
| 1Y | +99.6% | -8.1% | +107.7% | +97.3% |
| 3Y | +14.5% | -24.2% | +38.7% | +22.5% |
| 5Y | +21.4% | -50.4% | +71.8% | +58.8% |
| 10Y | +695.0% | -40.0% | +735.0% | +802.9% |
| All | +399.6% | -19.6% | +419.2% | +337.4% |
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