+50.1%
STT vs WCN
+16.4%
+33.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +4.8% | +2.6% | +2.2% | +4.7% |
| 30D | +3.9% | +23.9% | -20.0% | +3.6% |
| 3M | -8.2% | +17.4% | -25.6% | -8.3% |
| 6M | +15.6% | +28.0% | -12.4% | +13.8% |
| YTD | +37.6% | +11.6% | +26.1% | +39.2% |
| 1Y | +50.1% | +16.9% | +33.3% | +52.5% |
| All | +50.1% | +16.4% | +33.7% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling