+48.7%
STLA vs WU
-40.9%
+89.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | +0.4% | -4.9% | +5.3% | +3.0% |
| 30D | -5.2% | -1.3% | -3.9% | -4.7% |
| 3M | -24.9% | -3.6% | -21.3% | -25.2% |
| 6M | -25.2% | -24.3% | -0.8% | -15.6% |
| YTD | -51.4% | -21.1% | -30.3% | -47.0% |
| 1Y | -40.7% | -10.3% | -30.4% | -40.3% |
| 3Y | -66.3% | -28.4% | -37.9% | -62.2% |
| 5Y | -63.2% | -51.2% | -12.0% | -49.5% |
| 10Y | +48.7% | -39.6% | +88.4% | +68.7% |
| All | +48.7% | -40.9% | +89.6% | +68.7% |
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