+1,309.1%
WDC vs STT
+262.1%
+1,047.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +7.5% | +1.0% | +6.5% | +6.8% |
| 30D | +10.1% | +2.8% | +7.3% | +8.1% |
| 3M | -6.8% | +18.1% | -24.9% | -15.8% |
| 6M | +84.1% | +59.2% | +24.9% | +38.2% |
| YTD | +180.3% | +51.5% | +128.8% | +117.1% |
| 1Y | +411.1% | +75.7% | +335.4% | +259.8% |
| 3Y | +1,375.0% | +200.8% | +1,174.2% | +635.9% |
| 5Y | +991.6% | +155.8% | +835.8% | +476.1% |
| 10Y | +1,309.1% | +266.4% | +1,042.7% | +471.2% |
| All | +1,309.1% | +262.1% | +1,047.0% | +471.2% |
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