+4,360.7%
WEC vs STT
+6,268.9%
-1,908.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -0.2% | -2.5% | +2.3% | +0.1% |
| 30D | +12.3% | -5.0% | +17.3% | +12.9% |
| 3M | +8.3% | -10.5% | +18.7% | +9.5% |
| 6M | +3.5% | +10.0% | -6.6% | +2.2% |
| YTD | +12.7% | +30.7% | -18.0% | +8.9% |
| 1Y | +8.2% | +43.8% | -35.6% | +3.3% |
| 3Y | +55.9% | +168.1% | -112.2% | +37.9% |
| 5Y | +51.2% | +101.4% | -50.2% | +36.5% |
| 10Y | +177.6% | +211.3% | -33.7% | +130.6% |
| All | +4,360.7% | +6,268.9% | -1,908.2% | +2,222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling