+365.1%
STM vs WCC
+1,713.7%
-1,348.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.4% |
| 7D | +5.8% | +4.5% | +1.3% | +4.0% |
| 30D | -1.0% | -5.8% | +4.8% | +1.3% |
| 3M | -33.3% | -3.7% | -29.6% | -31.9% |
| 6M | +57.4% | +23.1% | +34.3% | +46.7% |
| YTD | +102.2% | +44.2% | +58.0% | +77.0% |
| 1Y | +99.6% | +62.1% | +37.5% | +66.1% |
| 3Y | +14.5% | +121.1% | -106.6% | -18.4% |
| 5Y | +21.4% | +214.0% | -192.6% | -26.4% |
| 10Y | +695.0% | +472.8% | +222.2% | +249.1% |
| All | +365.1% | +1,713.7% | -1,348.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling