+136.8%
WDAY vs STLA
-3.1%
+139.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +1.3% |
| 7D | -4.8% | -13.1% | +8.3% | -1.4% |
| 30D | +2.5% | -13.3% | +15.7% | +5.7% |
| 3M | +8.8% | -27.9% | +36.6% | +17.3% |
| 6M | +60.7% | -47.8% | +108.6% | +87.5% |
| YTD | -11.2% | -64.6% | +53.3% | +12.8% |
| 1Y | -15.6% | -64.0% | +48.4% | +6.5% |
| 3Y | -17.1% | -76.8% | +59.7% | +13.2% |
| 5Y | -35.7% | -74.2% | +38.5% | -18.4% |
| All | +136.8% | -3.1% | +139.9% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling