+5.3%
STLA vs WCC
+460.5%
-455.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -4.9% | -9.9% | +5.0% | -1.7% |
| 30D | -4.9% | -13.4% | +8.5% | -0.6% |
| 3M | -23.7% | -13.5% | -10.2% | -20.7% |
| 6M | -45.0% | -10.6% | -34.4% | -44.3% |
| YTD | -60.9% | +30.1% | -91.0% | -66.8% |
| 1Y | -58.9% | +22.3% | -81.2% | -64.3% |
| 3Y | -74.4% | +130.3% | -204.7% | -84.1% |
| 5Y | -71.5% | +144.5% | -216.0% | -83.8% |
| 10Y | +5.3% | +431.8% | -426.6% | -58.3% |
| All | +5.3% | +460.5% | -455.3% | -58.3% |
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