+11,028.0%
WDC vs STT
+6,508.4%
+4,519.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.6% | +8.5% |
| 7D | -14.4% | +0.9% | -15.3% | -14.4% |
| 30D | -27.1% | -2.3% | -24.7% | -25.9% |
| 3M | -33.3% | -7.0% | -26.3% | -30.8% |
| 6M | -39.6% | +15.5% | -55.1% | -42.8% |
| YTD | +68.4% | +35.6% | +32.8% | +49.2% |
| 1Y | +78.2% | +47.9% | +30.3% | +52.3% |
| 3Y | +772.0% | +181.1% | +590.9% | +464.8% |
| 5Y | +584.9% | +108.2% | +476.7% | +393.5% |
| 10Y | +653.4% | +201.0% | +452.4% | +359.5% |
| All | +11,028.0% | +6,508.4% | +4,519.6% | +1,508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling