+77.1%
STT vs WWD
+40.3%
+36.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | +2.2% | -6.6% | +8.8% | +3.6% |
| 3M | +18.8% | -9.3% | +28.1% | +20.5% |
| 6M | +57.9% | -13.6% | +71.5% | +60.9% |
| YTD | +51.0% | +10.4% | +40.6% | +48.1% |
| 1Y | +77.1% | +39.9% | +37.3% | +64.6% |
| All | +77.1% | +40.3% | +36.8% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling