+141.0%
WBD vs STLA
-66.8%
+207.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +3.9% | -5.2% | +9.1% | +5.5% |
| 3M | +5.1% | -24.9% | +29.9% | +15.7% |
| 6M | +0.6% | -25.2% | +25.8% | +9.5% |
| YTD | -3.2% | -51.4% | +48.3% | +23.7% |
| 1Y | +127.7% | -40.7% | +168.3% | +154.9% |
| All | +141.0% | -66.8% | +207.8% | +253.8% |
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