-45.4%
WDC vs STM
-26.6%
-18.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -4.5% |
| 7D | -28.0% | -10.7% | -17.2% | -21.6% |
| 30D | -34.9% | -25.7% | -9.2% | -20.6% |
| 3M | -41.6% | -21.6% | -20.0% | -32.0% |
| 6M | -45.4% | -27.8% | -17.6% | -27.5% |
| All | -45.4% | -26.6% | -18.8% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling