+54.5%
WEC vs STLA
-70.1%
+124.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.1% |
| 7D | -0.2% | -4.5% | +4.4% | 0.0% |
| 30D | +12.3% | -3.9% | +16.2% | +12.4% |
| 3M | +8.3% | -20.2% | +28.4% | +9.1% |
| 6M | +3.5% | -42.2% | +45.6% | +5.6% |
| YTD | +12.7% | -59.3% | +72.0% | +16.8% |
| 1Y | +8.2% | -56.1% | +64.2% | +11.5% |
| 3Y | +55.9% | -73.7% | +129.5% | +65.7% |
| All | +54.5% | -70.1% | +124.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling