+4.2%
WBD vs STT
+150.3%
-146.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.4% |
| 7D | -0.7% | +2.2% | -2.9% | -2.2% |
| 30D | +5.0% | +3.9% | +1.1% | +2.2% |
| 3M | +6.2% | +19.2% | -12.9% | -6.4% |
| 6M | +0.6% | +60.4% | -59.8% | -28.6% |
| YTD | -2.4% | +51.5% | -53.9% | -28.6% |
| 1Y | +127.7% | +76.3% | +51.4% | +48.4% |
| 3Y | +148.4% | +200.7% | -52.3% | +10.9% |
| 5Y | +4.2% | +157.5% | -153.2% | -51.2% |
| All | +4.2% | +150.3% | -146.1% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling