+12.0%
WBD vs STT
+267.9%
-255.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -0.6% | -1.4% | +0.8% | +0.1% |
| 30D | +4.2% | +2.2% | +2.0% | +2.9% |
| 3M | +7.5% | +18.8% | -11.3% | -2.5% |
| 6M | +1.6% | +57.9% | -56.3% | -21.4% |
| YTD | -2.2% | +51.0% | -53.2% | -23.0% |
| 1Y | +124.9% | +77.1% | +47.7% | +61.9% |
| 3Y | +149.1% | +199.8% | -50.7% | +37.0% |
| 5Y | +7.8% | +156.0% | -148.1% | -37.3% |
| All | +12.0% | +267.9% | -255.9% | -46.9% |
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