+841.9%
STT vs WCN
+6,839.3%
-5,997.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +3.9% | +0.4% | +3.4% | +3.6% |
| 3M | +20.0% | +7.3% | +12.6% | +16.7% |
| 6M | +55.3% | -2.5% | +57.8% | +55.4% |
| YTD | +53.3% | -5.4% | +58.7% | +54.8% |
| 1Y | +74.7% | -8.5% | +83.2% | +78.0% |
| 3Y | +205.8% | +20.8% | +185.0% | +181.8% |
| 5Y | +145.0% | +30.0% | +115.0% | +119.6% |
| 10Y | +266.0% | +238.4% | +27.6% | +144.2% |
| All | +841.9% | +6,839.3% | -5,997.4% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling