+263.8%
STLA vs WCC
+984.1%
-720.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | -0.2% |
| 7D | +2.6% | +4.5% | -1.9% | +0.9% |
| 30D | -1.2% | -5.8% | +4.6% | +0.7% |
| 3M | -24.8% | -3.7% | -21.1% | -24.7% |
| 6M | -25.6% | +23.1% | -48.6% | -32.8% |
| YTD | -48.9% | +44.2% | -93.1% | -57.3% |
| 1Y | -38.8% | +62.1% | -100.9% | -51.5% |
| 3Y | -64.5% | +121.1% | -185.7% | -76.4% |
| 5Y | -62.4% | +214.0% | -276.4% | -79.2% |
| 10Y | +55.4% | +472.8% | -417.4% | -40.2% |
| All | +263.8% | +984.1% | -720.3% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling