+260.3%
STT vs WCN
+235.2%
+25.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -1.4% | -4.4% | +3.1% | +1.0% |
| 30D | +2.2% | -4.4% | +6.6% | +4.5% |
| 3M | +18.8% | +0.5% | +18.3% | +17.6% |
| 6M | +57.9% | -3.3% | +61.2% | +58.5% |
| YTD | +51.0% | -8.5% | +59.5% | +56.0% |
| 1Y | +77.1% | -8.9% | +86.1% | +82.7% |
| 3Y | +199.8% | +18.0% | +181.8% | +157.9% |
| 5Y | +156.0% | +25.0% | +130.9% | +108.5% |
| All | +260.3% | +235.2% | +25.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling