+197.9%
WEC vs STLA
-4.1%
+202.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.0% |
| 7D | +2.3% | -13.8% | +16.1% | +3.2% |
| 30D | +11.1% | -10.5% | +21.6% | +11.7% |
| 3M | +8.4% | -28.9% | +37.3% | +10.5% |
| 6M | +7.5% | -49.7% | +57.2% | +11.9% |
| YTD | +15.3% | -64.9% | +80.3% | +22.5% |
| 1Y | +9.7% | -64.0% | +73.8% | +16.2% |
| 3Y | +64.7% | -77.4% | +142.1% | +79.0% |
| 5Y | +57.3% | -74.4% | +131.7% | +66.7% |
| All | +197.9% | -4.1% | +202.0% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling