+189.9%
STLA vs WST
+2,297.0%
-2,107.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -4.5% | -3.1% | -1.4% | -3.7% |
| 30D | -3.9% | +9.1% | -13.0% | -6.0% |
| 3M | -20.2% | +14.7% | -34.9% | -23.1% |
| 6M | -42.2% | +28.0% | -70.2% | -46.0% |
| YTD | -59.3% | +45.6% | -105.0% | -63.7% |
| 1Y | -56.1% | +45.7% | -101.7% | -60.8% |
| 3Y | -73.7% | +21.1% | -94.7% | -77.2% |
| 5Y | -70.3% | +0.3% | -70.6% | -73.5% |
| 10Y | +23.1% | +449.0% | -425.9% | -42.1% |
| All | +189.9% | +2,297.0% | -2,107.2% | -9.2% |
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