-52.6%
STLA vs WCN
+16.1%
-68.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +4.1% |
| 7D | -0.6% | +6.7% | -7.3% | +0.1% |
| 30D | +3.6% | +24.3% | -20.7% | +6.3% |
| 3M | -20.6% | +16.1% | -36.7% | -19.1% |
| 6M | -34.3% | +19.9% | -54.3% | -31.8% |
| YTD | -57.3% | +10.1% | -67.4% | -55.7% |
| 1Y | -52.6% | +14.4% | -67.1% | -50.6% |
| All | -52.6% | +16.1% | -68.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling