+261.4%
STT vs WCN
+239.1%
+22.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +1.0% | -1.7% | +2.7% | +1.9% |
| 30D | +2.8% | -3.0% | +5.8% | +4.3% |
| 3M | +18.1% | +2.5% | +15.6% | +15.7% |
| 6M | +59.2% | -5.7% | +64.9% | +62.2% |
| YTD | +51.5% | -7.4% | +58.9% | +55.6% |
| 1Y | +75.7% | -8.6% | +84.3% | +81.0% |
| 3Y | +200.8% | +19.4% | +181.4% | +157.2% |
| 5Y | +155.8% | +27.2% | +128.6% | +106.3% |
| All | +261.4% | +239.1% | +22.4% | +89.3% |
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