-63.2%
STLA vs WSM
+182.5%
-245.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +0.4% | +2.6% | -2.2% | -0.4% |
| 30D | -5.2% | -9.3% | +4.1% | -2.2% |
| 3M | -24.9% | +7.1% | -31.9% | -26.8% |
| 6M | -25.2% | +21.7% | -46.9% | -30.1% |
| YTD | -51.4% | +28.7% | -80.2% | -55.8% |
| 1Y | -40.7% | +13.9% | -54.6% | -44.0% |
| 3Y | -66.3% | +232.2% | -298.4% | -77.8% |
| 5Y | -63.2% | +176.4% | -239.6% | -76.0% |
| All | -63.2% | +182.5% | -245.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling