+1,019.5%
STX vs WWD
+198.3%
+821.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.3% | +5.8% |
| 7D | +2.4% | +1.3% | +1.1% | +1.7% |
| 30D | +1.4% | -7.2% | +8.6% | +5.2% |
| 3M | -8.2% | -3.8% | -4.4% | -6.8% |
| 6M | +127.0% | -9.9% | +136.9% | +137.1% |
| YTD | +209.1% | +14.8% | +194.3% | +185.1% |
| 1Y | +365.4% | +42.1% | +323.4% | +286.2% |
| 3Y | +1,135.4% | +170.8% | +964.6% | +647.8% |
| All | +1,019.5% | +198.3% | +821.3% | +506.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling