+47.6%
STLA vs WSM
+1,058.9%
-1,011.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -3.8% | +0.4% | -4.3% | -4.0% |
| 30D | -3.1% | -10.7% | +7.6% | +0.3% |
| 3M | -19.6% | +8.5% | -28.1% | -21.9% |
| 6M | -23.5% | +19.6% | -43.1% | -27.9% |
| YTD | -51.5% | +26.6% | -78.1% | -55.4% |
| 1Y | -39.7% | +12.0% | -51.6% | -42.5% |
| 3Y | -66.3% | +226.6% | -293.0% | -77.7% |
| 5Y | -63.1% | +174.1% | -237.3% | -75.3% |
| All | +47.6% | +1,058.9% | -1,011.3% | -41.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling