-52.6%
STLA vs WCC
+24.5%
-77.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.9% | +13.7% | +4.8% |
| 7D | -0.6% | -8.8% | +8.1% | +0.1% |
| 30D | +3.6% | -16.0% | +19.6% | +5.3% |
| 3M | -20.6% | -15.2% | -5.4% | -19.6% |
| 6M | -34.3% | -8.4% | -26.0% | -33.7% |
| YTD | -57.3% | +30.1% | -87.4% | -62.7% |
| 1Y | -52.6% | +26.4% | -79.1% | -58.9% |
| All | -52.6% | +24.5% | -77.1% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling