+93.6%
STX vs WWD
+23.9%
+69.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | +16.8% | +8.2% | +8.7% | +11.9% |
| 30D | -27.0% | -0.2% | -26.9% | -26.5% |
| 3M | -37.9% | -8.4% | -29.5% | -34.7% |
| 6M | -32.5% | -9.5% | -23.0% | -28.9% |
| YTD | +98.6% | +10.1% | +88.5% | +88.7% |
| 1Y | +93.6% | +21.6% | +72.0% | +74.1% |
| All | +93.6% | +23.9% | +69.7% | +74.1% |
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