+465.1%
STM vs WY
+5.0%
+460.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.3% |
| 7D | +12.0% | -0.8% | +12.8% | +12.5% |
| 30D | -0.4% | +10.1% | -10.5% | -6.5% |
| 3M | -13.2% | -15.4% | +2.2% | -6.4% |
| 6M | -26.1% | -8.3% | -17.8% | -24.7% |
| YTD | +81.2% | -9.8% | +91.0% | +84.6% |
| 1Y | +98.3% | -3.9% | +102.2% | +94.4% |
| 3Y | +16.7% | -23.3% | +40.0% | +28.4% |
| 5Y | -4.8% | -31.2% | +26.4% | +12.0% |
| All | +465.1% | +5.0% | +460.0% | +417.2% |
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