+15.4%
STLA vs WST
+441.1%
-425.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -4.5% | -3.1% | -1.4% | -3.8% |
| 30D | -3.9% | +9.1% | -13.0% | -5.8% |
| 3M | -20.2% | +14.7% | -34.9% | -22.8% |
| 6M | -42.2% | +28.0% | -70.2% | -45.7% |
| YTD | -59.3% | +45.6% | -105.0% | -63.3% |
| 1Y | -56.1% | +45.7% | -101.7% | -60.3% |
| 3Y | -73.7% | +21.1% | -94.7% | -77.0% |
| 5Y | -70.3% | +0.3% | -70.6% | -73.3% |
| All | +15.4% | +441.1% | -425.7% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling