+479.5%
STM vs WBD
+330.6%
+148.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.6% | +13.1% | +8.5% | +16.3% |
| 7D | +21.6% | +13.1% | +8.5% | +16.3% |
| 30D | +21.6% | +13.1% | +8.5% | +16.3% |
| 3M | +21.6% | +13.1% | +8.5% | +16.3% |
| 6M | +21.6% | +13.1% | +8.5% | +16.3% |
| YTD | +21.6% | +13.1% | +8.5% | +16.3% |
| 1Y | +21.6% | +13.1% | +8.5% | +16.3% |
| 3Y | +21.6% | +13.1% | +8.5% | +16.3% |
| 5Y | +41.1% | +18.4% | +22.8% | +32.2% |
| 10Y | +688.2% | +11.8% | +676.4% | +515.5% |
| All | +479.5% | +330.6% | +148.9% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling