+2,285.7%
STM vs WWD
+18,268.7%
-15,983.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +5.8% | +1.3% | +4.5% | +5.2% |
| 30D | -1.0% | -7.2% | +6.2% | +1.9% |
| 3M | -33.3% | -3.8% | -29.4% | -32.7% |
| 6M | +57.4% | -9.9% | +67.3% | +63.1% |
| YTD | +102.2% | +14.8% | +87.4% | +89.0% |
| 1Y | +99.6% | +42.1% | +57.5% | +69.3% |
| 3Y | +14.5% | +170.8% | -156.3% | -26.1% |
| 5Y | +21.4% | +197.5% | -176.1% | -25.2% |
| 10Y | +695.0% | +477.8% | +217.1% | +260.5% |
| All | +2,285.7% | +18,268.7% | -15,983.0% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling