+16.7%
STM vs WCC
+134.5%
-117.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.5% |
| 7D | +12.0% | +9.9% | +2.1% | +6.2% |
| 30D | -0.4% | -8.4% | +8.1% | +4.9% |
| 3M | -13.2% | -10.3% | -2.8% | -7.4% |
| 6M | -26.1% | -10.5% | -15.6% | -20.7% |
| YTD | +81.2% | +32.2% | +49.0% | +61.5% |
| 1Y | +98.3% | +25.5% | +72.8% | +80.5% |
| 3Y | +16.7% | +134.7% | -118.0% | -27.0% |
| All | +16.7% | +134.5% | -117.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling