+188.4%
STX vs WBD
+267.9%
-79.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.2% |
| 7D | +12.9% | +3.1% | +9.8% | +11.3% |
| 30D | +5.7% | +1.0% | +4.7% | +5.1% |
| 3M | +19.4% | +1.3% | +18.1% | +18.2% |
| 6M | +102.5% | -8.7% | +111.2% | +110.0% |
| YTD | +8.9% | -0.9% | +9.8% | +9.1% |
| 1Y | +10.5% | -13.6% | +24.1% | +18.0% |
| 3Y | -9.9% | -38.8% | +28.9% | +9.3% |
| 5Y | +160.5% | +19.3% | +141.2% | +123.5% |
| 10Y | +119.0% | +279.4% | -160.4% | +10.1% |
| All | +188.4% | +267.9% | -79.5% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling