+928.6%
WDC vs STM
+20.8%
+907.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +4.8% |
| 7D | +1.7% | +5.8% | -4.0% | -1.4% |
| 30D | -10.0% | -1.0% | -9.0% | -9.8% |
| 3M | -18.8% | -33.3% | +14.5% | +1.3% |
| 6M | +79.0% | +57.4% | +21.7% | +40.3% |
| YTD | +171.6% | +102.2% | +69.4% | +87.4% |
| 1Y | +417.4% | +99.6% | +317.8% | +253.5% |
| 3Y | +1,251.8% | +14.5% | +1,237.3% | +1,072.0% |
| All | +928.6% | +20.8% | +907.8% | +696.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling