+2,285.7%
STM vs WY
+375.9%
+1,909.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.4% |
| 7D | +5.8% | -1.7% | +7.5% | +6.7% |
| 30D | -1.0% | -10.1% | +9.1% | +4.5% |
| 3M | -33.3% | -5.1% | -28.1% | -32.3% |
| 6M | +57.4% | -4.8% | +62.1% | +59.2% |
| YTD | +102.2% | -0.2% | +102.4% | +98.3% |
| 1Y | +99.6% | -6.6% | +106.2% | +102.0% |
| 3Y | +14.5% | -22.7% | +37.3% | +27.1% |
| 5Y | +21.4% | -22.2% | +43.6% | +34.5% |
| 10Y | +695.0% | +7.3% | +687.7% | +584.3% |
| All | +2,285.7% | +375.9% | +1,909.9% | +820.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling