-9.2%
STM vs WY
-31.5%
+22.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.0% | +6.4% |
| 7D | -5.6% | -0.8% | -4.8% | -5.6% |
| 30D | -14.4% | +10.6% | -25.1% | -20.3% |
| 3M | -20.5% | -16.6% | -3.8% | -12.2% |
| 6M | -24.5% | -8.6% | -15.9% | -22.7% |
| YTD | +72.7% | -8.4% | +81.1% | +74.2% |
| 1Y | +91.0% | -5.1% | +96.1% | +87.2% |
| 3Y | +13.5% | -21.9% | +35.4% | +23.6% |
| 5Y | -9.2% | -31.3% | +22.1% | +13.4% |
| All | -9.2% | -31.5% | +22.3% | +13.4% |
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