+22.5%
STM vs WWD
+192.1%
-169.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.5% |
| 7D | +5.2% | +0.8% | +4.4% | +4.8% |
| 30D | -7.4% | -6.4% | -0.9% | -4.3% |
| 3M | -30.6% | -5.6% | -25.0% | -29.5% |
| 6M | +66.4% | -9.1% | +75.5% | +72.2% |
| YTD | +101.1% | +12.5% | +88.6% | +85.5% |
| 1Y | +97.4% | +41.3% | +56.0% | +58.1% |
| 3Y | +21.1% | +170.2% | -149.1% | -35.3% |
| 5Y | +22.5% | +192.5% | -170.0% | -40.1% |
| All | +22.5% | +192.1% | -169.6% | -40.1% |
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 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