-52.6%
STLA vs WST
+47.3%
-99.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | -0.6% | +1.3% | -1.9% | -0.7% |
| 30D | +3.6% | +8.5% | -4.9% | +3.3% |
| 3M | -20.6% | +17.2% | -37.9% | -21.0% |
| 6M | -34.3% | +36.3% | -70.6% | -34.6% |
| YTD | -57.3% | +48.9% | -106.2% | -52.8% |
| 1Y | -52.6% | +42.9% | -95.6% | -45.5% |
| All | -52.6% | +47.3% | -99.9% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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