+263.8%
STLA vs WSM
+2,373.7%
-2,109.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.7% |
| 7D | +2.6% | -3.3% | +5.8% | +3.6% |
| 30D | -1.2% | -8.4% | +7.1% | +1.3% |
| 3M | -24.8% | +9.7% | -34.4% | -27.0% |
| 6M | -25.6% | +16.7% | -42.2% | -29.1% |
| YTD | -48.9% | +28.7% | -77.6% | -53.0% |
| 1Y | -38.8% | +13.7% | -52.4% | -41.7% |
| 3Y | -64.5% | +230.1% | -294.6% | -75.9% |
| 5Y | -62.4% | +179.0% | -241.4% | -74.3% |
| 10Y | +55.4% | +1,002.5% | -947.1% | -33.7% |
| All | +263.8% | +2,373.7% | -2,109.9% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling