+15.7%
STM vs WEC
+42.1%
-26.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.8% |
| 7D | +5.8% | -0.3% | +6.1% | +5.8% |
| 30D | -1.0% | -1.3% | +0.3% | -1.1% |
| 3M | -33.3% | -3.9% | -29.3% | -33.6% |
| 6M | +57.4% | -8.3% | +65.7% | +56.5% |
| YTD | +102.2% | +3.1% | +99.1% | +101.1% |
| 1Y | +99.6% | +1.9% | +97.7% | +98.6% |
| All | +15.7% | +42.1% | -26.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling