+444.1%
STM vs WCN
+300.6%
+143.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -7.9% | +2.6% | -10.5% | -9.2% |
| 30D | -14.1% | +25.3% | -39.5% | -24.8% |
| 3M | -17.6% | +15.2% | -32.8% | -24.6% |
| 6M | -24.2% | +26.4% | -50.7% | -35.8% |
| YTD | +73.3% | +9.9% | +63.4% | +59.6% |
| 1Y | +90.1% | +16.2% | +73.9% | +68.6% |
| 3Y | +10.3% | +49.4% | -39.1% | -21.0% |
| 5Y | -5.7% | +46.2% | -51.9% | -32.8% |
| 10Y | +444.1% | +305.7% | +138.4% | +114.9% |
| All | +444.1% | +300.6% | +143.5% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling