-38.8%
STLA vs WSM
+19.9%
-58.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.6% |
| 7D | +2.6% | -3.3% | +5.8% | +3.7% |
| 30D | -1.2% | -8.4% | +7.1% | +1.6% |
| 3M | -24.8% | +9.7% | -34.4% | -27.7% |
| 6M | -25.6% | +16.7% | -42.2% | -30.7% |
| YTD | -48.9% | +28.7% | -77.6% | -55.7% |
| 1Y | -38.8% | +13.7% | -52.4% | -44.6% |
| All | -38.8% | +19.9% | -58.6% | -44.6% |
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