+157.5%
STT vs WCC
+229.6%
-72.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.1% |
| 7D | +2.2% | +8.5% | -6.3% | -0.8% |
| 30D | +3.9% | -1.0% | +4.9% | +4.0% |
| 3M | +19.2% | +2.1% | +17.1% | +17.1% |
| 6M | +60.4% | +36.8% | +23.6% | +40.0% |
| YTD | +51.5% | +47.7% | +3.7% | +28.1% |
| 1Y | +76.3% | +66.5% | +9.8% | +41.5% |
| 3Y | +200.7% | +134.2% | +66.6% | +96.2% |
| 5Y | +157.5% | +231.6% | -74.2% | +29.5% |
| All | +157.5% | +229.6% | -72.2% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling