+3,978.4%
WEC vs STT
+7,372.9%
-3,394.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.3% | +0.5% | -0.7% | -0.3% |
| 30D | -1.3% | +3.9% | -5.1% | -1.7% |
| 3M | -3.9% | +20.0% | -23.9% | -6.0% |
| 6M | -8.3% | +55.3% | -63.6% | -13.0% |
| YTD | +3.1% | +53.3% | -50.3% | -2.1% |
| 1Y | +1.9% | +74.7% | -72.8% | -4.7% |
| 3Y | +41.9% | +205.8% | -163.9% | +23.7% |
| 5Y | +30.8% | +145.0% | -114.2% | +15.4% |
| 10Y | +141.9% | +266.0% | -124.1% | +97.3% |
| All | +3,978.4% | +7,372.9% | -3,394.5% | +1,986.2% |
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