+113.2%
WDC vs STT
+53.6%
+59.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -8.9% |
| 7D | -18.3% | -0.1% | -18.2% | -18.2% |
| 30D | -26.7% | -1.7% | -25.0% | -25.4% |
| 3M | -40.9% | -6.4% | -34.6% | -37.2% |
| 6M | -26.8% | +17.7% | -44.4% | -36.5% |
| YTD | +88.2% | +36.9% | +51.3% | +38.7% |
| 1Y | +113.2% | +52.0% | +61.2% | +45.0% |
| All | +113.2% | +53.6% | +59.6% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling