-52.6%
STLA vs WSM
+44.0%
-96.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.7% | +1.4% |
| 7D | -0.6% | +8.0% | -8.6% | -3.5% |
| 30D | +3.6% | +13.5% | -9.9% | -1.1% |
| 3M | -20.6% | +8.8% | -29.5% | -23.3% |
| 6M | -34.3% | +54.7% | -89.0% | -43.8% |
| YTD | -57.3% | +53.3% | -110.6% | -65.4% |
| 1Y | -52.6% | +41.1% | -93.8% | -59.9% |
| All | -52.6% | +44.0% | -96.6% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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