+770.0%
WDC vs STM
+16.3%
+753.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.3% |
| 7D | +12.1% | +12.0% | +0.1% | +5.4% |
| 30D | -18.8% | -0.4% | -18.4% | -17.8% |
| 3M | -39.3% | -13.2% | -26.1% | -34.4% |
| 6M | -40.1% | -26.1% | -14.1% | -29.7% |
| YTD | +71.8% | +81.2% | -9.4% | +31.9% |
| 1Y | +88.5% | +98.3% | -9.8% | +39.0% |
| 3Y | +770.0% | +16.7% | +753.3% | +689.1% |
| All | +770.0% | +16.3% | +753.7% | +689.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling