+98.8%
STM vs WCN
-9.4%
+108.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.8% |
| 7D | -1.1% | -4.4% | +3.4% | -2.0% |
| 30D | -7.8% | -4.4% | -3.4% | -8.7% |
| 3M | -28.2% | +0.5% | -28.7% | -28.8% |
| 6M | +52.0% | -3.3% | +55.2% | +52.1% |
| YTD | +96.4% | -8.5% | +104.9% | +97.3% |
| 1Y | +98.8% | -8.9% | +107.8% | +108.6% |
| All | +98.8% | -9.4% | +108.3% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling