-4.6%
STM vs WEC
+56.3%
-60.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +12.0% | +2.3% | +9.7% | +11.8% |
| 30D | -0.4% | +11.1% | -11.4% | -1.6% |
| 3M | -13.2% | +8.4% | -21.6% | -14.0% |
| 6M | -26.1% | +7.5% | -33.6% | -27.1% |
| YTD | +81.2% | +15.3% | +65.8% | +76.3% |
| 1Y | +98.3% | +9.7% | +88.6% | +94.8% |
| 3Y | +16.7% | +64.7% | -47.9% | +1.3% |
| All | -4.6% | +56.3% | -60.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling