-52.5%
STM vs WBD
-14.5%
-38.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -3.8% | +1.0% | -4.8% | -4.1% |
| 30D | -18.6% | +26.7% | -45.3% | -24.2% |
| 3M | -4.9% | +91.1% | -96.1% | -23.4% |
| 6M | +2.7% | +164.8% | -162.2% | -26.1% |
| YTD | -4.8% | +114.5% | -119.3% | -27.4% |
| 1Y | -12.1% | +141.9% | -154.0% | -35.6% |
| 3Y | -25.3% | +120.7% | -146.0% | -47.5% |
| All | -52.5% | -14.5% | -38.0% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling