+2,285.7%
STM vs WEC
+2,439.6%
-153.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | -1.0% | -1.3% | +0.3% | -0.6% |
| 3M | -33.3% | -3.9% | -29.3% | -32.7% |
| 6M | +57.4% | -8.3% | +65.7% | +61.4% |
| YTD | +102.2% | +3.1% | +99.1% | +98.1% |
| 1Y | +99.6% | +1.9% | +97.7% | +96.0% |
| 3Y | +14.5% | +41.9% | -27.4% | -3.4% |
| 5Y | +21.4% | +30.8% | -9.4% | +4.4% |
| 10Y | +695.0% | +141.9% | +553.0% | +388.2% |
| All | +2,285.7% | +2,439.6% | -153.9% | +578.2% |
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