+266.4%
STT vs WWD
+479.8%
-213.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.0% | +0.6% | +0.3% | +0.7% |
| 30D | +2.8% | -5.1% | +7.9% | +5.2% |
| 3M | +18.1% | -11.2% | +29.4% | +23.6% |
| 6M | +59.2% | -12.0% | +71.3% | +65.8% |
| YTD | +51.5% | +12.0% | +39.5% | +39.3% |
| 1Y | +75.7% | +42.8% | +32.9% | +41.9% |
| 3Y | +200.8% | +168.9% | +31.8% | +69.6% |
| 5Y | +155.8% | +192.2% | -36.4% | +34.2% |
| 10Y | +266.4% | +495.3% | -228.9% | +31.7% |
| All | +266.4% | +479.8% | -213.4% | +31.7% |
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 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