-75.7%
STLA vs WCN
+50.7%
-126.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -11.6% | +0.4% | -12.0% | -11.6% |
| 30D | -6.2% | +25.3% | -31.5% | -7.7% |
| 3M | -24.6% | +15.4% | -40.0% | -25.3% |
| 6M | -44.9% | +27.8% | -72.8% | -45.8% |
| YTD | -62.3% | +10.6% | -72.8% | -62.0% |
| 1Y | -61.8% | +15.8% | -77.6% | -62.0% |
| All | -75.7% | +50.7% | -126.5% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling