+644.6%
STM vs WBD
+15.6%
+628.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -7.8% | +4.2% | -12.0% | -8.9% |
| 3M | -28.2% | +7.5% | -35.7% | -29.7% |
| 6M | +52.0% | +1.6% | +50.4% | +51.2% |
| YTD | +96.4% | -2.2% | +98.5% | +97.4% |
| 1Y | +98.8% | +124.9% | -26.1% | +55.4% |
| 3Y | +18.3% | +149.1% | -130.8% | -15.0% |
| 5Y | +17.7% | +7.8% | +9.9% | -0.7% |
| All | +644.6% | +15.6% | +628.9% | +458.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling