+10.5%
WBD vs STLA
-70.1%
+80.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -39.3% | +53.1% | +26.4% |
| 7D | +13.8% | -39.3% | +53.1% | +26.4% |
| 30D | +13.8% | -39.3% | +53.1% | +26.4% |
| 3M | +13.8% | -39.3% | +53.1% | +26.4% |
| 6M | +13.3% | -40.5% | +53.8% | +26.1% |
| YTD | +7.4% | -58.8% | +66.2% | +37.6% |
| 1Y | +63.0% | -58.2% | +121.1% | +103.7% |
| 3Y | +206.7% | -72.4% | +279.1% | +354.3% |
| All | +10.5% | -70.1% | +80.6% | +42.1% |
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