+100.8%
STM vs WY
-9.3%
+110.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +1.7% | -1.7% | +3.3% | +1.8% |
| 30D | -5.2% | -9.9% | +4.7% | -4.0% |
| 3M | -29.6% | -7.5% | -22.1% | -28.8% |
| 6M | +54.4% | -5.1% | +59.5% | +54.0% |
| YTD | +99.5% | -2.1% | +101.6% | +96.8% |
| 1Y | +100.8% | -7.3% | +108.1% | +106.7% |
| All | +100.8% | -9.3% | +110.0% | +106.7% |
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