+194.0%
STT vs WCN
+322.1%
-128.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +4.8% | +2.6% | +2.2% | +3.5% |
| 30D | +3.9% | +23.9% | -20.0% | -7.3% |
| 3M | -8.2% | +17.4% | -25.6% | -15.9% |
| 6M | +15.6% | +28.0% | -12.4% | +0.3% |
| YTD | +37.6% | +11.6% | +26.1% | +27.8% |
| 1Y | +50.1% | +16.9% | +33.3% | +35.5% |
| 3Y | +183.1% | +51.6% | +131.5% | +111.9% |
| 5Y | +104.8% | +48.0% | +56.9% | +52.8% |
| All | +194.0% | +322.1% | -128.1% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling