+504.0%
STX vs WCN
+46.9%
+457.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +10.0% |
| 7D | -1.0% | +0.4% | -1.4% | -0.9% |
| 30D | -26.8% | +25.3% | -52.1% | -25.9% |
| 3M | -32.7% | +15.4% | -48.1% | -31.8% |
| 6M | -33.7% | +27.8% | -61.6% | -34.2% |
| YTD | +101.0% | +10.6% | +90.4% | +105.4% |
| 1Y | +92.7% | +15.8% | +76.9% | +93.9% |
| 3Y | +708.7% | +50.3% | +658.4% | +604.1% |
| 5Y | +504.0% | +46.9% | +457.1% | +419.9% |
| All | +504.0% | +46.9% | +457.1% | +419.9% |
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 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