+417.4%
WDC vs STT
+75.3%
+342.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.7% |
| 7D | +1.7% | +0.5% | +1.3% | +1.3% |
| 30D | -10.0% | +3.9% | -13.8% | -12.3% |
| 3M | -18.8% | +20.0% | -38.7% | -28.4% |
| 6M | +79.0% | +55.3% | +23.7% | +32.8% |
| YTD | +171.6% | +53.3% | +118.2% | +104.3% |
| 1Y | +417.4% | +74.7% | +342.7% | +296.0% |
| All | +417.4% | +75.3% | +342.1% | +296.0% |
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