+50.2%
STLA vs WST
+322.7%
-272.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +2.6% | +0.7% | +1.8% | +2.4% |
| 30D | -1.2% | -3.1% | +1.9% | -0.5% |
| 3M | -24.8% | +7.2% | -32.0% | -26.2% |
| 6M | -25.6% | +36.8% | -62.4% | -31.6% |
| YTD | -48.9% | +23.8% | -72.8% | -52.1% |
| 1Y | -38.8% | +37.8% | -76.5% | -44.3% |
| 3Y | -64.5% | -15.9% | -48.6% | -65.5% |
| 5Y | -62.4% | -25.8% | -36.6% | -63.3% |
| All | +50.2% | +322.7% | -272.4% | -25.7% |
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