+54.3%
WBD vs STLA
+263.8%
-209.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.8% | +2.6% | -4.4% | -2.5% |
| 30D | +8.8% | -1.2% | +10.0% | +8.8% |
| 3M | +4.6% | -24.8% | +29.4% | +11.7% |
| 6M | +1.1% | -25.6% | +26.6% | +7.5% |
| YTD | -2.0% | -48.9% | +47.0% | +13.2% |
| 1Y | +140.0% | -38.8% | +178.8% | +162.1% |
| 3Y | +144.4% | -64.5% | +208.9% | +203.0% |
| 5Y | -0.2% | -62.4% | +62.2% | +20.7% |
| 10Y | +9.1% | +55.4% | -46.3% | +1.9% |
| All | +54.3% | +263.8% | -209.5% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling