+499.0%
STM vs WCN
+6,839.3%
-6,340.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.2% |
| 7D | +5.8% | -0.6% | +6.4% | +6.0% |
| 30D | -1.0% | +0.4% | -1.4% | -1.2% |
| 3M | -33.3% | +7.3% | -40.6% | -35.5% |
| 6M | +57.4% | -2.5% | +59.9% | +56.7% |
| YTD | +102.2% | -5.4% | +107.6% | +103.2% |
| 1Y | +99.6% | -8.5% | +108.1% | +102.4% |
| 3Y | +14.5% | +20.8% | -6.3% | +4.9% |
| 5Y | +21.4% | +30.0% | -8.6% | +8.5% |
| 10Y | +695.0% | +238.4% | +456.6% | +437.6% |
| All | +499.0% | +6,839.3% | -6,340.4% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling