+298.2%
WBD vs STT
+524.9%
-226.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +8.8% | +3.9% | +4.9% | +7.3% |
| 3M | +4.6% | +20.0% | -15.3% | -2.2% |
| 6M | +1.1% | +55.3% | -54.2% | -14.2% |
| YTD | -2.0% | +53.3% | -55.3% | -16.7% |
| 1Y | +140.0% | +74.7% | +65.3% | +94.4% |
| 3Y | +144.4% | +205.8% | -61.5% | +64.5% |
| 5Y | -0.2% | +145.0% | -145.2% | -28.2% |
| 10Y | +9.1% | +266.0% | -256.9% | -33.7% |
| All | +298.2% | +524.9% | -226.7% | +79.5% |
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