+3,441.0%
STT vs WWD
+14,867.0%
-11,426.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -1.9% | -0.4% | -1.5% | -2.0% |
| 3M | -7.6% | -6.1% | -1.5% | -5.6% |
| 6M | +16.0% | -9.5% | +25.5% | +19.2% |
| YTD | +36.2% | +10.8% | +25.4% | +27.0% |
| 1Y | +46.8% | +23.5% | +23.3% | +29.9% |
| 3Y | +177.8% | +151.3% | +26.5% | +77.0% |
| 5Y | +105.8% | +187.8% | -82.0% | +21.7% |
| 10Y | +197.6% | +461.1% | -263.5% | +26.7% |
| All | +3,441.0% | +14,867.0% | -11,426.0% | +755.6% |
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 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