+660.4%
WDC vs STT
+198.3%
+462.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -16.7% | +1.1% | -17.9% | -16.9% |
| 30D | -27.2% | -1.9% | -25.3% | -25.7% |
| 3M | -34.0% | -7.6% | -26.4% | -30.2% |
| 6M | -39.7% | +16.0% | -55.7% | -44.6% |
| YTD | +68.1% | +36.2% | +31.9% | +40.1% |
| 1Y | +66.3% | +46.8% | +19.5% | +32.4% |
| 3Y | +754.4% | +177.8% | +576.6% | +352.0% |
| 5Y | +595.8% | +105.8% | +489.9% | +324.8% |
| 10Y | +660.4% | +197.6% | +462.8% | +258.4% |
| All | +660.4% | +198.3% | +462.1% | +258.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling