-64.6%
STLA vs WST
-15.6%
-49.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +2.6% | +0.7% | +1.8% | +2.5% |
| 30D | -1.2% | -3.1% | +1.9% | -0.9% |
| 3M | -24.8% | +7.2% | -32.0% | -25.4% |
| 6M | -25.6% | +36.8% | -62.4% | -28.4% |
| YTD | -48.9% | +23.8% | -72.8% | -50.2% |
| 1Y | -38.8% | +37.8% | -76.5% | -41.2% |
| All | -64.6% | -15.6% | -49.0% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling