+653.4%
WDC vs STT
+211.9%
+441.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.6% | +7.8% |
| 7D | -14.4% | +0.9% | -15.3% | -14.5% |
| 30D | -27.1% | -2.3% | -24.7% | -25.4% |
| 3M | -33.3% | -7.0% | -26.3% | -29.7% |
| 6M | -39.6% | +15.5% | -55.1% | -44.3% |
| YTD | +68.4% | +35.6% | +32.8% | +40.7% |
| 1Y | +78.2% | +47.9% | +30.3% | +41.3% |
| 3Y | +772.0% | +181.1% | +590.9% | +358.2% |
| 5Y | +584.9% | +108.2% | +476.7% | +315.1% |
| 10Y | +653.4% | +201.0% | +452.4% | +262.7% |
| All | +653.4% | +211.9% | +441.6% | +262.7% |
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