+123.9%
WDAY vs STLA
+21.0%
+102.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.0% | -6.4% | +2.4% | -2.4% |
| 30D | +1.9% | -1.3% | +3.3% | +1.8% |
| 3M | +5.9% | -19.9% | +25.8% | +11.3% |
| 6M | +48.8% | -42.9% | +91.7% | +69.6% |
| YTD | -11.4% | -59.4% | +48.0% | +8.5% |
| 1Y | -15.5% | -56.8% | +41.3% | +1.4% |
| 3Y | -15.6% | -73.1% | +57.4% | +10.4% |
| 5Y | -35.2% | -70.1% | +34.9% | -21.0% |
| 10Y | +123.9% | +19.8% | +104.1% | +73.6% |
| All | +123.9% | +21.0% | +102.8% | +73.6% |
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 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