+203.1%
STT vs WCC
+453.1%
-250.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.2% |
| 7D | +0.4% | +3.3% | -2.9% | -1.0% |
| 30D | -0.4% | -9.4% | +9.0% | +2.6% |
| 3M | -6.5% | -10.5% | +4.0% | -3.8% |
| 6M | +17.2% | -10.4% | +27.6% | +19.2% |
| YTD | +38.2% | +34.4% | +3.8% | +17.8% |
| 1Y | +49.3% | +27.7% | +21.6% | +29.7% |
| 3Y | +181.9% | +137.9% | +44.0% | +74.7% |
| 5Y | +106.9% | +147.0% | -40.1% | +18.9% |
| 10Y | +203.1% | +442.5% | -239.4% | +1.5% |
| All | +203.1% | +453.1% | -250.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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