+5.3%
STLA vs WU
-35.7%
+40.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.2% |
| 7D | -4.9% | +11.0% | -16.0% | -10.2% |
| 30D | -4.9% | +13.4% | -18.3% | -11.2% |
| 3M | -23.7% | +2.2% | -25.9% | -24.9% |
| 6M | -45.0% | -18.2% | -26.8% | -40.4% |
| YTD | -60.9% | -18.3% | -42.6% | -58.2% |
| 1Y | -58.9% | -12.2% | -46.7% | -57.9% |
| 3Y | -74.4% | -20.8% | -53.6% | -72.8% |
| 5Y | -71.5% | -42.6% | -29.0% | -64.4% |
| 10Y | +5.3% | -35.5% | +40.7% | +16.2% |
| All | +5.3% | -35.7% | +40.9% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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