+7.8%
WEC vs STT
+47.3%
-39.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +1.2% |
| 7D | +0.2% | +0.9% | -0.7% | +0.3% |
| 30D | +12.9% | -2.3% | +15.3% | +12.8% |
| 3M | +9.8% | -7.0% | +16.8% | +9.6% |
| 6M | +6.7% | +15.5% | -8.7% | +8.6% |
| YTD | +14.0% | +35.6% | -21.6% | +17.7% |
| All | +7.8% | +47.3% | -39.6% | +12.0% |
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