+664.5%
STM vs WCN
+235.4%
+429.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +1.7% | -1.7% | +3.4% | +2.6% |
| 30D | -5.2% | -3.0% | -2.2% | -3.7% |
| 3M | -29.6% | +2.5% | -32.2% | -32.0% |
| 6M | +54.4% | -5.7% | +60.0% | +56.2% |
| YTD | +99.5% | -7.4% | +107.0% | +103.8% |
| 1Y | +100.8% | -8.6% | +109.4% | +105.9% |
| 3Y | +20.2% | +19.4% | +0.8% | -1.4% |
| 5Y | +21.1% | +27.2% | -6.1% | -6.6% |
| 10Y | +664.5% | +238.5% | +426.0% | +236.5% |
| All | +664.5% | +235.4% | +429.1% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WCN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling