+657.6%
STM vs WEC
+143.0%
+514.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | -7.4% | +0.3% | -7.7% | -7.5% |
| 3M | -30.6% | -2.9% | -27.7% | -30.5% |
| 6M | +66.4% | -5.9% | +72.3% | +67.8% |
| YTD | +101.1% | +4.1% | +97.0% | +98.2% |
| 1Y | +97.4% | +3.1% | +94.2% | +94.7% |
| 3Y | +21.1% | +40.8% | -19.6% | +9.7% |
| 5Y | +22.5% | +31.7% | -9.2% | +12.3% |
| 10Y | +657.6% | +141.1% | +516.5% | +595.0% |
| All | +657.6% | +143.0% | +514.6% | +595.0% |
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