+272.1%
STM vs WCC
+1,412.6%
-1,140.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.3% | +3.6% |
| 7D | -10.7% | -14.7% | +4.0% | -4.9% |
| 30D | -25.7% | -20.1% | -5.7% | -18.7% |
| 3M | -21.6% | -21.2% | -0.4% | -13.6% |
| 6M | -27.8% | -19.2% | -8.6% | -20.6% |
| YTD | +61.8% | +20.2% | +41.5% | +52.6% |
| 1Y | +78.1% | +14.5% | +63.6% | +70.9% |
| 3Y | +4.9% | +115.1% | -110.2% | -23.7% |
| 5Y | -14.3% | +121.5% | -135.8% | -40.4% |
| 10Y | +414.1% | +468.1% | -54.1% | +130.9% |
| All | +272.1% | +1,412.6% | -1,140.5% | -11.1% |
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