+96.5%
STM vs WY
+0.3%
+96.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.6% | -11.7% | -5.5% |
| 7D | -6.0% | +13.3% | -19.4% | -5.3% |
| 30D | -20.9% | +17.6% | -38.6% | -20.4% |
| 3M | -15.8% | -15.0% | -0.7% | -13.3% |
| 6M | -17.0% | -5.9% | -11.1% | -15.9% |
| YTD | +76.8% | -5.7% | +82.5% | +78.5% |
| 1Y | +96.5% | -0.2% | +96.7% | +96.4% |
| All | +96.5% | +0.3% | +96.2% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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