+336.3%
WBD vs STT
+470.3%
-134.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | +51.2% | -16.9% | +14.8% |
| 7D | +34.3% | +51.2% | -16.9% | +14.8% |
| 30D | +34.3% | +51.2% | -16.9% | +14.8% |
| 3M | +34.3% | +51.2% | -16.9% | +14.8% |
| 6M | +34.3% | +51.2% | -16.9% | +14.8% |
| YTD | +34.3% | +51.2% | -16.9% | +14.8% |
| 1Y | +63.0% | +55.1% | +7.8% | +37.9% |
| 3Y | +206.7% | +200.3% | +6.5% | +108.4% |
| 5Y | +18.4% | +132.6% | -114.2% | -12.9% |
| 10Y | +11.8% | +222.8% | -211.0% | -29.1% |
| All | +336.3% | +470.3% | -134.1% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling