-15.7%
STM vs WWD
+170.1%
-185.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +2.6% |
| 7D | -10.7% | +4.2% | -14.9% | -12.3% |
| 30D | -25.7% | -2.1% | -23.6% | -24.6% |
| 3M | -21.6% | -13.2% | -8.4% | -15.3% |
| 6M | -27.8% | -16.9% | -10.9% | -21.1% |
| YTD | +61.8% | +5.2% | +56.5% | +55.0% |
| 1Y | +78.1% | +20.6% | +57.5% | +57.1% |
| 3Y | +4.9% | +146.3% | -141.4% | -41.3% |
| All | -15.7% | +170.1% | -185.8% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling