+66.3%
WDC vs STLA
-59.1%
+125.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.3% |
| 7D | -16.7% | -4.9% | -11.8% | -16.0% |
| 30D | -27.2% | -4.9% | -22.3% | -26.7% |
| 3M | -34.0% | -23.7% | -10.3% | -31.8% |
| 6M | -39.7% | -45.0% | +5.2% | -34.3% |
| YTD | +68.1% | -60.9% | +128.9% | +85.1% |
| 1Y | +66.3% | -58.9% | +125.2% | +78.9% |
| All | +66.3% | -59.1% | +125.4% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling