+266.4%
STT vs WCC
+506.2%
-239.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +1.0% | +6.8% | -5.8% | -1.7% |
| 30D | +2.8% | -3.0% | +5.8% | +3.7% |
| 3M | +18.1% | +0.2% | +17.9% | +16.6% |
| 6M | +59.2% | +33.2% | +26.1% | +38.7% |
| YTD | +51.5% | +45.8% | +5.7% | +26.7% |
| 1Y | +75.7% | +68.4% | +7.3% | +37.4% |
| 3Y | +200.8% | +131.1% | +69.6% | +91.4% |
| 5Y | +155.8% | +225.6% | -69.8% | +32.7% |
| 10Y | +266.4% | +534.2% | -267.8% | +20.1% |
| All | +266.4% | +506.2% | -239.8% | +20.1% |
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