+422.5%
STM vs WWD
+494.7%
-72.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.8% | +4.2% |
| 7D | -5.6% | +4.2% | -9.7% | -7.1% |
| 30D | -14.4% | -0.8% | -13.7% | -13.7% |
| 3M | -20.5% | -8.2% | -12.3% | -16.6% |
| 6M | -24.5% | -9.8% | -14.7% | -20.9% |
| YTD | +72.7% | +10.4% | +62.3% | +62.1% |
| 1Y | +91.0% | +25.5% | +65.6% | +66.6% |
| 3Y | +13.5% | +155.8% | -142.3% | -33.6% |
| 5Y | -9.2% | +187.3% | -196.5% | -50.9% |
| 10Y | +422.5% | +462.7% | -40.2% | +107.4% |
| All | +422.5% | +494.7% | -72.2% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling