+194.0%
STT vs WWD
+439.4%
-245.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +4.8% | +4.0% | +0.8% | +2.9% |
| 30D | +3.9% | +0.4% | +3.5% | +3.4% |
| 3M | -8.2% | -7.9% | -0.2% | -5.1% |
| 6M | +15.6% | -10.6% | +26.2% | +19.7% |
| YTD | +37.6% | +9.4% | +28.2% | +27.4% |
| 1Y | +50.1% | +25.7% | +24.4% | +28.8% |
| 3Y | +183.1% | +148.5% | +34.5% | +65.8% |
| 5Y | +104.8% | +189.5% | -84.7% | +7.7% |
| All | +194.0% | +439.4% | -245.4% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling