+463.1%
STM vs WY
+3.1%
+460.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | -5.1% | +6.5% | +4.2% |
| 30D | -8.4% | +9.0% | -17.4% | -13.5% |
| 3M | -15.8% | -16.7% | +0.9% | -8.5% |
| 6M | -22.8% | -10.3% | -12.6% | -20.5% |
| YTD | +79.4% | -10.5% | +89.9% | +83.5% |
| 1Y | +97.0% | -5.9% | +102.9% | +95.4% |
| 3Y | +14.2% | -24.7% | +38.9% | +26.9% |
| 5Y | -4.5% | -31.5% | +27.1% | +12.7% |
| 10Y | +463.1% | +4.7% | +458.4% | +404.5% |
| All | +463.1% | +3.1% | +460.0% | +404.5% |
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