+1,330.5%
WDC vs STT
+206.4%
+1,124.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +1.7% | +0.5% | +1.3% | +1.4% |
| 30D | -10.0% | +3.9% | -13.8% | -12.1% |
| 3M | -18.8% | +20.0% | -38.7% | -27.7% |
| 6M | +79.0% | +55.3% | +23.7% | +35.4% |
| YTD | +171.6% | +53.3% | +118.2% | +107.0% |
| 1Y | +417.4% | +74.7% | +342.7% | +264.4% |
| All | +1,330.5% | +206.4% | +1,124.1% | +680.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling