-38.8%
STLA vs WCC
+61.8%
-100.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.9% |
| 7D | +2.6% | +4.5% | -1.9% | +2.2% |
| 30D | -1.2% | -5.8% | +4.6% | -0.8% |
| 3M | -24.8% | -3.7% | -21.1% | -24.2% |
| 6M | -25.6% | +23.1% | -48.6% | -27.6% |
| YTD | -48.9% | +44.2% | -93.1% | -52.4% |
| 1Y | -38.8% | +62.1% | -100.9% | -42.7% |
| All | -38.8% | +61.8% | -100.5% | -42.7% |
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