+677.7%
STT vs WCC
+1,713.7%
-1,036.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -1.2% |
| 7D | +0.5% | +4.5% | -4.0% | -1.1% |
| 30D | +3.9% | -5.8% | +9.6% | +5.8% |
| 3M | +20.0% | -3.7% | +23.6% | +20.3% |
| 6M | +55.3% | +23.1% | +32.3% | +41.3% |
| YTD | +53.3% | +44.2% | +9.2% | +31.3% |
| 1Y | +74.7% | +62.1% | +12.6% | +42.4% |
| 3Y | +205.8% | +121.1% | +84.7% | +109.8% |
| 5Y | +145.0% | +214.0% | -69.0% | +42.6% |
| 10Y | +266.0% | +472.8% | -206.8% | +54.9% |
| All | +677.7% | +1,713.7% | -1,036.1% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling