+157.5%
STT vs WWD
+192.1%
-34.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +3.9% | -6.4% | +10.3% | +6.4% |
| 3M | +19.2% | -5.6% | +24.8% | +20.6% |
| 6M | +60.4% | -9.1% | +69.5% | +63.6% |
| YTD | +51.5% | +12.5% | +38.9% | +41.0% |
| 1Y | +76.3% | +41.3% | +35.0% | +47.8% |
| 3Y | +200.7% | +170.2% | +30.5% | +80.7% |
| 5Y | +157.5% | +192.5% | -35.0% | +40.9% |
| All | +157.5% | +192.1% | -34.6% | +40.9% |
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