+749.0%
STT vs WCN
+8,007.2%
-7,258.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -0.4% | +25.3% | -25.7% | -7.9% |
| 3M | -6.5% | +15.4% | -21.9% | -11.2% |
| 6M | +17.2% | +27.8% | -10.7% | +7.1% |
| YTD | +38.2% | +10.6% | +27.7% | +32.0% |
| 1Y | +49.3% | +15.8% | +33.5% | +40.4% |
| 3Y | +181.9% | +50.3% | +131.7% | +141.1% |
| 5Y | +106.9% | +46.9% | +60.0% | +77.5% |
| 10Y | +203.1% | +318.8% | -115.6% | +88.3% |
| All | +749.0% | +8,007.2% | -7,258.2% | +220.9% |
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