+1,972.8%
STX vs WWD
+439.4%
+1,533.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | +14.6% | +4.0% | +10.6% | +12.9% |
| 30D | -26.0% | +0.4% | -26.4% | -25.8% |
| 3M | -42.6% | -7.9% | -34.7% | -40.3% |
| 6M | -35.3% | -10.6% | -24.6% | -32.2% |
| YTD | +92.5% | +9.4% | +83.1% | +85.2% |
| 1Y | +102.4% | +25.7% | +76.6% | +83.7% |
| 3Y | +673.8% | +148.5% | +525.3% | +436.3% |
| 5Y | +463.1% | +189.5% | +273.5% | +260.8% |
| All | +1,972.8% | +439.4% | +1,533.5% | +921.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling