+97.4%
STM vs WWD
+40.3%
+57.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | -7.4% | -6.4% | -0.9% | -5.4% |
| 3M | -30.6% | -5.6% | -25.0% | -30.0% |
| 6M | +66.4% | -9.1% | +75.5% | +68.9% |
| YTD | +101.1% | +12.5% | +88.6% | +104.1% |
| 1Y | +97.4% | +41.3% | +56.0% | +106.0% |
| All | +97.4% | +40.3% | +57.1% | +106.0% |
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