-43.8%
WDC vs STT
+14.5%
-58.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.6% | +5.7% |
| 7D | -14.4% | +0.9% | -15.3% | -14.4% |
| 30D | -27.1% | -2.3% | -24.7% | -24.5% |
| 3M | -33.3% | -7.5% | -25.8% | -27.5% |
| All | -43.8% | +14.5% | -58.3% | -48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling