+652.9%
WEC vs STLA
+263.8%
+389.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.3% | +2.6% | -2.8% | -0.4% |
| 30D | -1.3% | -1.2% | 0.0% | -1.3% |
| 3M | -3.9% | -24.8% | +20.8% | -2.7% |
| 6M | -8.3% | -25.6% | +17.3% | -7.2% |
| YTD | +3.1% | -48.9% | +52.0% | +6.2% |
| 1Y | +1.9% | -38.8% | +40.7% | +3.7% |
| 3Y | +41.9% | -64.5% | +106.5% | +47.7% |
| 5Y | +30.8% | -62.4% | +93.2% | +34.4% |
| 10Y | +141.9% | +55.4% | +86.5% | +126.7% |
| All | +652.9% | +263.8% | +389.1% | +569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling