-64.0%
STLA vs WSM
+34.6%
-98.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -13.8% | 0.0% | -13.8% | -13.7% |
| 30D | -10.5% | +5.1% | -15.6% | -11.9% |
| 3M | -28.9% | +5.1% | -34.0% | -30.1% |
| 6M | -49.7% | +48.6% | -98.3% | -56.3% |
| YTD | -64.9% | +44.2% | -109.1% | -71.1% |
| 1Y | -64.0% | +38.1% | -102.1% | -69.8% |
| All | -64.0% | +34.6% | -98.7% | -69.8% |
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