+412.6%
WDC vs STM
+95.2%
+317.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.5% |
| 7D | +6.0% | +5.2% | +0.8% | +2.6% |
| 30D | +9.9% | -7.4% | +17.3% | +15.4% |
| 3M | -9.4% | -30.6% | +21.2% | +13.0% |
| 6M | +94.7% | +66.4% | +28.4% | +46.7% |
| YTD | +177.4% | +101.1% | +76.2% | +93.4% |
| 1Y | +412.6% | +97.4% | +315.2% | +240.2% |
| All | +412.6% | +95.2% | +317.3% | +240.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling