+99.6%
STM vs WWD
+41.9%
+57.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +5.8% | +1.3% | +4.5% | +5.4% |
| 30D | -1.0% | -7.2% | +6.2% | +1.3% |
| 3M | -33.3% | -3.8% | -29.4% | -33.0% |
| 6M | +57.4% | -9.9% | +67.3% | +59.3% |
| YTD | +102.2% | +14.8% | +87.4% | +103.9% |
| 1Y | +99.6% | +42.1% | +57.5% | +107.3% |
| All | +99.6% | +41.9% | +57.7% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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