+422.5%
STM vs WCC
+492.1%
-69.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.4% | +2.8% |
| 7D | -5.6% | -5.7% | +0.1% | -2.6% |
| 30D | -14.4% | -13.5% | -1.0% | -7.9% |
| 3M | -20.5% | -12.9% | -7.6% | -14.5% |
| 6M | -24.5% | -10.7% | -13.8% | -19.2% |
| YTD | +72.7% | +30.0% | +42.7% | +54.6% |
| 1Y | +91.0% | +24.7% | +66.3% | +74.0% |
| 3Y | +13.5% | +136.6% | -123.1% | -27.5% |
| 5Y | -9.2% | +143.9% | -153.1% | -46.0% |
| 10Y | +422.5% | +465.9% | -43.4% | +108.8% |
| All | +422.5% | +492.1% | -69.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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