-3.9%
WBD vs STT
+155.6%
-159.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +1.0% | +1.4% | -0.4% | +0.3% |
| 30D | -0.7% | +7.7% | -8.4% | -4.9% |
| 3M | -2.7% | +14.9% | -17.5% | -10.3% |
| 6M | +18.2% | +27.4% | -9.2% | +2.3% |
| YTD | -5.5% | +17.9% | -23.4% | -14.6% |
| 1Y | +200.3% | +64.6% | +135.8% | +124.2% |
| 3Y | +120.0% | +144.7% | -24.7% | +35.3% |
| 5Y | -25.9% | +104.6% | -130.6% | -51.2% |
| All | -3.9% | +155.6% | -159.5% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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