-47.8%
STLA vs WSM
+44.5%
-92.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -3.9% |
| 7D | -13.1% | -3.2% | -9.9% | -11.6% |
| 30D | -13.3% | +4.6% | -17.9% | -14.4% |
| 3M | -27.9% | +2.4% | -30.3% | -28.6% |
| 6M | -47.8% | +43.7% | -91.5% | -57.2% |
| All | -47.8% | +44.5% | -92.3% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling