+465.1%
STM vs WCN
+322.1%
+143.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +2.6% | +9.4% | +10.6% |
| 30D | -0.4% | +23.9% | -24.3% | -12.1% |
| 3M | -13.2% | +17.4% | -30.6% | -21.3% |
| 6M | -26.1% | +28.0% | -54.1% | -37.7% |
| YTD | +81.2% | +11.6% | +69.6% | +65.7% |
| 1Y | +98.3% | +16.9% | +81.4% | +75.6% |
| 3Y | +16.7% | +51.6% | -34.9% | -17.1% |
| 5Y | -4.8% | +48.0% | -52.8% | -32.6% |
| All | +465.1% | +322.1% | +143.0% | +119.0% |
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