+97.2%
STM vs WY
-5.2%
+102.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.4% |
| 7D | +16.3% | -5.4% | +21.7% | +15.7% |
| 30D | -6.3% | +7.9% | -14.1% | -6.2% |
| 3M | -14.1% | -16.6% | +2.5% | -12.2% |
| 6M | -19.6% | -11.2% | -8.4% | -19.0% |
| YTD | +80.1% | -11.3% | +91.5% | +80.5% |
| All | +97.2% | -5.2% | +102.4% | +93.2% |
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 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