+657.6%
STM vs WCC
+509.2%
+148.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.7% |
| 7D | +5.2% | +8.5% | -3.3% | +1.2% |
| 30D | -7.4% | -1.0% | -6.4% | -6.9% |
| 3M | -30.6% | +2.1% | -32.8% | -31.1% |
| 6M | +66.4% | +36.8% | +29.6% | +45.4% |
| YTD | +101.1% | +47.7% | +53.4% | +68.9% |
| 1Y | +97.4% | +66.5% | +30.9% | +55.7% |
| 3Y | +21.1% | +134.2% | -113.0% | -22.6% |
| 5Y | +22.5% | +231.6% | -209.2% | -36.4% |
| 10Y | +657.6% | +508.1% | +149.5% | +157.2% |
| All | +657.6% | +509.2% | +148.4% | +157.2% |
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