+8,619.9%
WDC vs STM
+2,285.7%
+6,334.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.0% |
| 7D | +1.7% | +5.8% | -4.0% | -0.9% |
| 30D | -10.0% | -1.0% | -9.0% | -9.8% |
| 3M | -18.8% | -33.3% | +14.5% | -1.8% |
| 6M | +79.0% | +57.4% | +21.7% | +45.1% |
| YTD | +171.6% | +102.2% | +69.4% | +96.8% |
| 1Y | +417.4% | +99.6% | +317.8% | +272.4% |
| 3Y | +1,251.8% | +14.5% | +1,237.3% | +1,083.9% |
| 5Y | +911.7% | +21.4% | +890.3% | +748.1% |
| 10Y | +1,399.6% | +695.0% | +704.7% | +443.2% |
| All | +8,619.9% | +2,285.7% | +6,334.2% | +1,498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling