+8.4%
WEC vs STT
+48.2%
-39.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | +5.1% | -5.8% | -0.5% |
| 30D | +11.0% | -0.2% | +11.2% | +11.0% |
| 3M | +8.6% | -8.1% | +16.8% | +8.3% |
| 6M | +6.2% | +16.6% | -10.5% | +8.0% |
| YTD | +14.3% | +37.8% | -23.5% | +18.0% |
| 1Y | +8.4% | +46.8% | -38.5% | +12.6% |
| All | +8.4% | +48.2% | -39.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling