+22.5%
STM vs WY
-21.5%
+44.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.4% |
| 7D | +5.2% | -2.1% | +7.3% | +6.5% |
| 30D | -7.4% | -10.5% | +3.1% | -1.1% |
| 3M | -30.6% | -4.9% | -25.8% | -29.7% |
| 6M | +66.4% | -4.9% | +71.3% | +68.4% |
| YTD | +101.1% | -1.7% | +102.8% | +96.9% |
| 1Y | +97.4% | -9.4% | +106.7% | +104.0% |
| 3Y | +21.1% | -22.3% | +43.4% | +35.8% |
| 5Y | +22.5% | -20.5% | +43.0% | +46.2% |
| All | +22.5% | -21.5% | +44.0% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling