+3,476.8%
STX vs WBD
+15.6%
+3,461.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | +8.0% | -0.6% | +8.6% | +8.1% |
| 30D | +5.1% | +4.2% | +0.9% | +4.1% |
| 3M | +5.8% | +7.5% | -1.8% | +3.9% |
| 6M | +124.9% | +1.6% | +123.4% | +124.1% |
| YTD | +213.9% | -2.2% | +216.1% | +215.1% |
| 1Y | +350.4% | +124.9% | +225.5% | +266.0% |
| 3Y | +1,314.2% | +149.1% | +1,165.1% | +963.5% |
| 5Y | +1,092.8% | +7.8% | +1,085.0% | +939.7% |
| All | +3,476.8% | +15.6% | +3,461.2% | +2,619.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling