+97.4%
STM vs WCC
+64.4%
+32.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -2.1% |
| 7D | +5.2% | +8.5% | -3.3% | -0.2% |
| 30D | -7.4% | -1.0% | -6.4% | -6.8% |
| 3M | -30.6% | +2.1% | -32.8% | -31.7% |
| 6M | +66.4% | +36.8% | +29.6% | +45.4% |
| YTD | +101.1% | +47.7% | +53.4% | +69.5% |
| 1Y | +97.4% | +66.5% | +30.9% | +62.7% |
| All | +97.4% | +64.4% | +32.9% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling