-70.1%
STLA vs WCC
+117.0%
-187.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.0% |
| 7D | -4.5% | -14.7% | +10.2% | +0.2% |
| 30D | -3.9% | -20.1% | +16.2% | +2.9% |
| 3M | -20.2% | -21.2% | +1.0% | -14.5% |
| 6M | -42.2% | -19.2% | -23.0% | -39.3% |
| YTD | -59.3% | +20.2% | -79.5% | -64.2% |
| 1Y | -56.1% | +14.5% | -70.5% | -60.7% |
| 3Y | -73.7% | +115.1% | -188.8% | -83.2% |
| All | -70.1% | +117.0% | -187.1% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling