-72.5%
STLA vs WCN
+46.9%
-119.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -11.6% | +0.4% | -12.0% | -11.7% |
| 30D | -6.2% | +25.3% | -31.5% | -11.3% |
| 3M | -24.6% | +15.4% | -40.0% | -27.2% |
| 6M | -44.9% | +27.8% | -72.8% | -48.4% |
| YTD | -62.3% | +10.6% | -72.8% | -63.2% |
| 1Y | -61.8% | +15.8% | -77.6% | -63.4% |
| 3Y | -75.3% | +50.3% | -125.6% | -79.6% |
| 5Y | -72.5% | +46.9% | -119.4% | -77.1% |
| All | -72.5% | +46.9% | -119.4% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling