+653.4%
WDC vs STM
+433.9%
+219.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.8% | +3.1% | +5.8% |
| 7D | -14.4% | -5.6% | -8.8% | -10.8% |
| 30D | -27.1% | -14.4% | -12.6% | -19.3% |
| 3M | -33.3% | -20.5% | -12.8% | -23.7% |
| 6M | -39.6% | -24.5% | -15.1% | -29.6% |
| YTD | +68.4% | +72.7% | -4.3% | +21.9% |
| 1Y | +78.2% | +91.0% | -12.9% | +21.5% |
| 3Y | +772.0% | +13.5% | +758.5% | +633.8% |
| 5Y | +584.9% | -9.2% | +594.1% | +530.9% |
| 10Y | +653.4% | +422.5% | +230.9% | +176.4% |
| All | +653.4% | +433.9% | +219.6% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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