+4,822.1%
WDC vs STM
+1,808.6%
+3,013.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -3.5% |
| 7D | -28.0% | -10.7% | -17.2% | -23.6% |
| 30D | -34.9% | -25.7% | -9.2% | -24.7% |
| 3M | -41.6% | -21.6% | -20.0% | -34.6% |
| 6M | -45.4% | -27.8% | -17.6% | -36.7% |
| YTD | +53.3% | +61.8% | -8.5% | +23.4% |
| 1Y | +61.5% | +78.1% | -16.6% | +24.3% |
| 3Y | +712.3% | +4.9% | +707.5% | +646.8% |
| 5Y | +524.2% | -14.3% | +538.5% | +515.7% |
| 10Y | +616.5% | +414.1% | +202.4% | +215.5% |
| All | +4,822.1% | +1,808.6% | +3,013.5% | +901.9% |
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