+48.7%
STLA vs WCC
+506.2%
-457.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +0.4% | +6.8% | -6.4% | -2.2% |
| 30D | -5.2% | -3.0% | -2.2% | -4.4% |
| 3M | -24.9% | +0.2% | -25.1% | -26.0% |
| 6M | -25.2% | +33.2% | -58.3% | -35.0% |
| YTD | -51.4% | +45.8% | -97.2% | -60.0% |
| 1Y | -40.7% | +68.4% | -109.1% | -54.6% |
| 3Y | -66.3% | +131.1% | -197.4% | -78.8% |
| 5Y | -63.2% | +225.6% | -288.9% | -81.2% |
| 10Y | +48.7% | +534.2% | -485.4% | -51.9% |
| All | +48.7% | +506.2% | -457.5% | -51.9% |
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 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