+99.4%
STT vs WWD
+170.1%
-70.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -1.1% |
| 7D | -2.5% | +4.2% | -6.6% | -4.1% |
| 30D | -5.0% | -2.1% | -2.8% | -4.5% |
| 3M | -10.5% | -13.2% | +2.7% | -6.0% |
| 6M | +10.0% | -16.9% | +26.9% | +16.3% |
| YTD | +30.7% | +5.2% | +25.5% | +24.3% |
| 1Y | +43.8% | +20.6% | +23.2% | +28.3% |
| 3Y | +168.1% | +146.3% | +21.8% | +66.1% |
| All | +99.4% | +170.1% | -70.7% | +14.7% |
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 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