+21.7%
STM vs WCN
+22.4%
-0.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +1.9% |
| 7D | +5.8% | -0.6% | +6.4% | +5.8% |
| 30D | -1.0% | +0.4% | -1.4% | -1.0% |
| 3M | -33.3% | +7.3% | -40.6% | -34.6% |
| 6M | +57.4% | -2.5% | +59.9% | +58.0% |
| YTD | +102.2% | -5.4% | +107.6% | +104.3% |
| 1Y | +99.6% | -8.5% | +108.1% | +103.7% |
| All | +21.7% | +22.4% | -0.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling