+732.6%
WEC vs STLA
+189.2%
+543.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.2% | -6.4% | +6.6% | +0.5% |
| 30D | +12.9% | -1.3% | +14.3% | +12.9% |
| 3M | +9.8% | -19.9% | +29.7% | +10.8% |
| 6M | +6.7% | -42.9% | +49.6% | +9.5% |
| YTD | +14.0% | -59.4% | +73.4% | +18.6% |
| 1Y | +7.3% | -56.8% | +64.2% | +11.3% |
| 3Y | +63.8% | -73.1% | +136.9% | +72.7% |
| 5Y | +54.8% | -70.1% | +124.8% | +60.8% |
| 10Y | +185.7% | +19.8% | +165.9% | +170.8% |
| All | +732.6% | +189.2% | +543.4% | +648.1% |
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