+4.9%
STM vs WWD
+145.1%
-140.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +2.8% |
| 7D | -10.7% | +4.2% | -14.9% | -12.1% |
| 30D | -25.7% | -2.1% | -23.6% | -24.7% |
| 3M | -21.6% | -13.2% | -8.4% | -16.1% |
| 6M | -27.8% | -16.9% | -10.9% | -22.0% |
| YTD | +61.8% | +5.2% | +56.5% | +56.9% |
| 1Y | +78.1% | +20.6% | +57.5% | +60.9% |
| 3Y | +4.9% | +146.3% | -141.4% | -27.1% |
| All | +4.9% | +145.1% | -140.2% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling