+105.8%
STT vs WCC
+145.3%
-39.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +1.1% | -9.9% | +11.1% | +4.4% |
| 30D | -1.9% | -13.4% | +11.5% | +2.3% |
| 3M | -7.6% | -13.5% | +5.9% | -4.0% |
| 6M | +16.0% | -10.6% | +26.6% | +17.9% |
| YTD | +36.2% | +30.1% | +6.1% | +19.2% |
| 1Y | +46.8% | +22.3% | +24.5% | +31.3% |
| 3Y | +177.8% | +130.3% | +47.5% | +79.7% |
| 5Y | +105.8% | +144.5% | -38.7% | +20.3% |
| All | +105.8% | +145.3% | -39.5% | +20.3% |
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