+1,077.4%
STX vs WBD
+3.7%
+1,073.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +9.6% | -1.7% | +11.3% | +10.0% |
| 30D | +10.6% | +3.9% | +6.7% | +9.6% |
| 3M | +4.8% | +5.1% | -0.3% | +3.5% |
| 6M | +137.3% | +0.6% | +136.7% | +136.9% |
| YTD | +222.5% | -3.2% | +225.6% | +224.4% |
| 1Y | +366.2% | +127.7% | +238.6% | +280.3% |
| 3Y | +1,352.9% | +146.6% | +1,206.3% | +1,006.8% |
| 5Y | +1,077.4% | +4.2% | +1,073.3% | +962.6% |
| All | +1,077.4% | +3.7% | +1,073.7% | +962.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling