+212.9%
WBD vs STLA
-73.1%
+286.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -39.3% | +53.1% | +22.4% |
| 7D | +13.8% | -39.3% | +53.1% | +22.4% |
| 30D | +13.8% | -39.3% | +53.1% | +22.4% |
| 3M | +13.8% | -39.3% | +53.1% | +22.4% |
| 6M | +13.3% | -40.5% | +53.8% | +22.1% |
| YTD | +7.4% | -58.8% | +66.2% | +31.7% |
| 1Y | +63.0% | -58.2% | +121.1% | +95.2% |
| All | +212.9% | -73.1% | +286.1% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling