+1,972.8%
STX vs WCC
+431.3%
+1,541.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | +14.6% | +9.9% | +4.7% | +10.7% |
| 30D | -26.0% | -8.4% | -17.5% | -22.8% |
| 3M | -42.6% | -10.3% | -32.3% | -39.7% |
| 6M | -35.3% | -10.5% | -24.8% | -31.7% |
| YTD | +92.5% | +32.2% | +60.3% | +78.0% |
| 1Y | +102.4% | +25.5% | +76.9% | +90.6% |
| 3Y | +673.8% | +134.7% | +539.1% | +469.9% |
| 5Y | +463.1% | +139.9% | +323.1% | +293.4% |
| All | +1,972.8% | +431.3% | +1,541.5% | +1,042.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling