+48.5%
WBD vs STLA
+384.2%
-335.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.1% | +2.8% | -2.9% | -0.9% |
| 30D | -0.9% | -8.0% | +7.1% | +1.0% |
| 3M | -3.2% | -6.3% | +3.1% | -2.2% |
| 6M | +22.6% | -31.0% | +53.5% | +31.7% |
| YTD | -5.6% | -32.0% | +26.4% | +2.2% |
| 1Y | +194.7% | -29.3% | +224.0% | +210.7% |
| 3Y | +117.4% | -46.9% | +164.3% | +146.1% |
| 5Y | -23.9% | -42.2% | +18.3% | -16.2% |
| 10Y | -3.3% | +82.1% | -85.5% | -14.3% |
| All | +48.5% | +384.2% | -335.7% | +21.8% |
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 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