+664.5%
STM vs WY
+5.8%
+658.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.7% | -1.7% | +3.3% | +2.6% |
| 30D | -5.2% | -9.9% | +4.7% | +0.2% |
| 3M | -29.6% | -7.5% | -22.1% | -27.5% |
| 6M | +54.4% | -5.1% | +59.5% | +56.5% |
| YTD | +99.5% | -2.1% | +101.6% | +97.2% |
| 1Y | +100.8% | -7.3% | +108.1% | +104.0% |
| 3Y | +20.2% | -22.6% | +42.8% | +33.7% |
| 5Y | +21.1% | -19.8% | +40.9% | +32.7% |
| 10Y | +664.5% | +9.6% | +655.0% | +563.3% |
| All | +664.5% | +5.8% | +658.8% | +563.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling