+152.6%
STLA vs WST
+2,367.5%
-2,214.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.0% |
| 7D | -13.1% | +4.9% | -17.9% | -14.2% |
| 30D | -13.3% | +10.7% | -23.9% | -15.5% |
| 3M | -27.9% | +16.8% | -44.7% | -30.8% |
| 6M | -47.8% | +32.0% | -79.8% | -51.7% |
| YTD | -64.6% | +49.9% | -114.5% | -68.6% |
| 1Y | -64.0% | +50.6% | -114.6% | -68.2% |
| 3Y | -76.8% | +21.4% | -98.3% | -79.9% |
| 5Y | -74.2% | -0.6% | -73.6% | -76.8% |
| 10Y | -5.4% | +449.4% | -454.8% | -55.4% |
| All | +152.6% | +2,367.5% | -2,214.9% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling