-15.7%
STM vs WCN
+45.6%
-61.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | -10.7% | +2.9% | -13.7% | -11.4% |
| 30D | -25.7% | +22.1% | -47.8% | -30.1% |
| 3M | -21.6% | +13.2% | -34.7% | -24.4% |
| 6M | -27.8% | +23.7% | -51.5% | -33.9% |
| YTD | +61.8% | +8.7% | +53.0% | +57.0% |
| 1Y | +78.1% | +15.3% | +62.8% | +67.8% |
| 3Y | +4.9% | +46.0% | -41.1% | -17.1% |
| All | -15.7% | +45.6% | -61.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling