-70.1%
STLA vs WST
-0.1%
-70.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -4.5% | -3.1% | -1.4% | -3.9% |
| 30D | -3.9% | +9.1% | -13.0% | -5.4% |
| 3M | -20.2% | +14.7% | -34.9% | -22.3% |
| 6M | -42.2% | +28.0% | -70.2% | -45.0% |
| YTD | -59.3% | +45.6% | -105.0% | -62.4% |
| 1Y | -56.1% | +45.7% | -101.7% | -59.4% |
| 3Y | -73.7% | +21.1% | -94.7% | -76.6% |
| All | -70.1% | -0.1% | -70.0% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling