+0.8%
STLA vs WST
+452.5%
-451.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -11.6% | +1.0% | -12.6% | -11.8% |
| 30D | -6.2% | +12.3% | -18.5% | -8.7% |
| 3M | -24.6% | +17.5% | -42.1% | -27.5% |
| 6M | -44.9% | +28.2% | -73.1% | -48.3% |
| YTD | -62.3% | +50.4% | -112.7% | -66.2% |
| 1Y | -61.8% | +49.3% | -111.1% | -65.7% |
| 3Y | -75.3% | +21.8% | -97.1% | -78.4% |
| 5Y | -72.5% | +0.3% | -72.8% | -75.2% |
| 10Y | +0.8% | +451.2% | -450.4% | -54.9% |
| All | +0.8% | +452.5% | -451.8% | -54.9% |
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