+1,727.7%
STM vs WEC
+2,736.4%
-1,008.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.2% | -12.6% | -12.5% |
| 7D | -20.1% | +3.2% | -23.3% | -21.1% |
| 30D | -32.0% | +14.7% | -46.6% | -35.6% |
| 3M | -24.2% | +10.2% | -34.4% | -27.2% |
| 6M | -29.9% | +4.5% | -34.4% | -31.8% |
| YTD | +54.9% | +15.1% | +39.8% | +45.0% |
| 1Y | +68.0% | +9.4% | +58.6% | +60.2% |
| 3Y | -0.1% | +56.9% | -57.0% | -19.1% |
| 5Y | -17.9% | +54.4% | -72.3% | -34.0% |
| 10Y | +392.2% | +183.5% | +208.8% | +182.6% |
| All | +1,727.7% | +2,736.4% | -1,008.8% | +396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling