-75.7%
STLA vs WSM
+271.7%
-347.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -11.6% | -3.0% | -8.7% | -10.7% |
| 30D | -6.2% | +10.1% | -16.2% | -9.2% |
| 3M | -24.6% | +4.9% | -29.5% | -25.8% |
| 6M | -44.9% | +49.8% | -94.7% | -52.1% |
| YTD | -62.3% | +48.7% | -111.0% | -67.4% |
| 1Y | -61.8% | +38.7% | -100.5% | -66.3% |
| All | -75.7% | +271.7% | -347.4% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling