+99.6%
STM vs WBD
+135.8%
-36.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +5.8% | -1.8% | +7.6% | +5.9% |
| 30D | -1.0% | +8.8% | -9.8% | -1.7% |
| 3M | -33.3% | +4.6% | -37.9% | -33.5% |
| 6M | +57.4% | +1.1% | +56.3% | +57.1% |
| YTD | +102.2% | -2.0% | +104.2% | +102.2% |
| 1Y | +99.6% | +140.0% | -40.4% | +92.3% |
| All | +99.6% | +135.8% | -36.2% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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