+77.1%
STT vs WCN
-9.4%
+86.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -1.4% | -4.4% | +3.1% | -1.3% |
| 30D | +2.2% | -4.4% | +6.6% | +2.3% |
| 3M | +18.8% | +0.5% | +18.3% | +18.3% |
| 6M | +57.9% | -3.3% | +61.2% | +58.2% |
| YTD | +51.0% | -8.5% | +59.5% | +51.6% |
| 1Y | +77.1% | -8.9% | +86.1% | +82.6% |
| All | +77.1% | -9.4% | +86.6% | +82.6% |
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