+422.5%
STM vs WEC
+178.6%
+243.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.6% |
| 7D | -5.6% | +0.2% | -5.8% | -5.7% |
| 30D | -14.4% | +12.9% | -27.4% | -16.5% |
| 3M | -20.5% | +9.8% | -30.3% | -22.0% |
| 6M | -24.5% | +6.7% | -31.2% | -25.9% |
| YTD | +72.7% | +14.0% | +58.7% | +67.1% |
| 1Y | +91.0% | +7.3% | +83.7% | +87.2% |
| 3Y | +13.5% | +63.8% | -50.3% | -0.6% |
| 5Y | -9.2% | +54.8% | -64.0% | -19.5% |
| 10Y | +422.5% | +185.7% | +236.8% | +390.7% |
| All | +422.5% | +178.6% | +243.9% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling