+78.1%
STM vs WEC
+6.8%
+71.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +3.4% |
| 7D | -10.7% | -0.2% | -10.6% | -10.7% |
| 30D | -25.7% | +12.3% | -38.0% | -22.0% |
| 3M | -21.6% | +8.3% | -29.8% | -18.6% |
| 6M | -27.8% | +3.5% | -31.3% | -26.9% |
| YTD | +61.8% | +12.7% | +49.0% | +69.2% |
| 1Y | +78.1% | +8.2% | +69.9% | +79.9% |
| All | +78.1% | +6.8% | +71.3% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling