+642.9%
WDC vs STLA
-4.1%
+647.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.6% |
| 7D | +12.1% | -13.8% | +25.9% | +18.9% |
| 30D | -18.8% | -10.5% | -8.3% | -15.5% |
| 3M | -39.3% | -28.9% | -10.4% | -31.3% |
| 6M | -40.1% | -49.7% | +9.6% | -21.9% |
| YTD | +71.8% | -64.9% | +136.7% | +152.8% |
| 1Y | +88.5% | -64.0% | +152.5% | +173.5% |
| 3Y | +770.0% | -77.4% | +847.4% | +1,365.7% |
| 5Y | +549.0% | -74.4% | +623.5% | +890.4% |
| All | +642.9% | -4.1% | +647.0% | +624.0% |
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