+123.8%
STX vs WWD
+27.2%
+96.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.9% | -6.2% | -7.1% |
| 7D | -20.2% | +7.3% | -27.5% | -23.1% |
| 30D | -37.2% | -2.0% | -35.2% | -36.5% |
| 3M | -34.1% | -12.6% | -21.5% | -29.4% |
| 6M | -24.5% | -8.4% | -16.0% | -21.2% |
| YTD | +102.9% | +8.2% | +94.7% | +92.5% |
| 1Y | +123.8% | +26.5% | +97.3% | +92.9% |
| All | +123.8% | +27.2% | +96.6% | +92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling