+4.2%
WBD vs STLA
-63.2%
+67.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | 0.0% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +3.9% | -5.2% | +9.1% | +5.7% |
| 3M | +5.1% | -24.9% | +29.9% | +17.4% |
| 6M | +0.6% | -25.2% | +25.8% | +11.0% |
| YTD | -3.2% | -51.4% | +48.3% | +27.2% |
| 1Y | +127.7% | -40.7% | +168.3% | +162.3% |
| 3Y | +146.6% | -66.3% | +212.8% | +266.3% |
| 5Y | +4.2% | -63.2% | +67.4% | +40.6% |
| All | +4.2% | -63.2% | +67.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling