+155.8%
STT vs WCN
+28.6%
+127.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +3.9% | -2.1% | +6.0% | +4.6% |
| 3M | +19.2% | +6.4% | +12.8% | +15.8% |
| 6M | +60.4% | -3.7% | +64.1% | +61.5% |
| YTD | +51.5% | -6.4% | +57.8% | +54.1% |
| 1Y | +76.3% | -7.9% | +84.2% | +80.4% |
| 3Y | +200.7% | +20.8% | +179.9% | +164.8% |
| All | +155.8% | +28.6% | +127.2% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling