+189.9%
STLA vs WCC
+804.1%
-614.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.0% |
| 7D | -4.5% | -14.7% | +10.2% | +0.5% |
| 30D | -3.9% | -20.1% | +16.2% | +3.3% |
| 3M | -20.2% | -21.2% | +1.0% | -14.2% |
| 6M | -42.2% | -19.2% | -23.0% | -39.2% |
| YTD | -59.3% | +20.2% | -79.5% | -64.0% |
| 1Y | -56.1% | +14.5% | -70.5% | -60.5% |
| 3Y | -73.7% | +115.1% | -188.8% | -82.5% |
| 5Y | -70.3% | +121.5% | -191.8% | -81.5% |
| 10Y | +23.1% | +468.1% | -445.0% | -52.4% |
| All | +189.9% | +804.1% | -614.3% | +4.8% |
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