+141.1%
WEC vs STT
+264.2%
-123.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.5% |
| 30D | +0.3% | +3.9% | -3.6% | -0.2% |
| 3M | -2.9% | +19.2% | -22.1% | -5.2% |
| 6M | -5.9% | +60.4% | -66.3% | -11.7% |
| YTD | +4.1% | +51.5% | -47.3% | -1.6% |
| 1Y | +3.1% | +76.3% | -73.2% | -4.7% |
| 3Y | +40.8% | +200.7% | -160.0% | +20.3% |
| 5Y | +31.7% | +157.5% | -125.8% | +12.7% |
| 10Y | +141.1% | +262.0% | -120.9% | +90.4% |
| All | +141.1% | +264.2% | -123.1% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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