+3,887.0%
STT vs WWD
+15,408.5%
-11,521.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +0.5% | +1.3% | -0.8% | 0.0% |
| 30D | +3.9% | -7.2% | +11.0% | +7.0% |
| 3M | +20.0% | -3.8% | +23.8% | +20.8% |
| 6M | +55.3% | -9.9% | +65.2% | +59.7% |
| YTD | +53.3% | +14.8% | +38.5% | +41.4% |
| 1Y | +74.7% | +42.1% | +32.6% | +46.1% |
| 3Y | +205.8% | +170.8% | +35.0% | +89.3% |
| 5Y | +145.0% | +197.5% | -52.5% | +43.2% |
| 10Y | +266.0% | +477.8% | -211.8% | +54.5% |
| All | +3,887.0% | +15,408.5% | -11,521.5% | +853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling