+1.5%
STLA vs WSM
+1,131.4%
-1,129.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -13.8% | 0.0% | -13.8% | -13.8% |
| 30D | -10.5% | +5.1% | -15.6% | -11.9% |
| 3M | -28.9% | +5.1% | -34.0% | -29.9% |
| 6M | -49.7% | +48.6% | -98.3% | -55.7% |
| YTD | -64.9% | +44.2% | -109.1% | -69.0% |
| 1Y | -64.0% | +38.1% | -102.1% | -67.8% |
| 3Y | -77.4% | +257.2% | -334.7% | -85.4% |
| 5Y | -74.4% | +165.1% | -239.5% | -82.6% |
| All | +1.5% | +1,131.4% | -1,129.9% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling