+1,359.8%
WDC vs STLA
-65.4%
+1,425.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.9% |
| 7D | +6.0% | +0.7% | +5.2% | +5.7% |
| 30D | +9.9% | -2.4% | +12.3% | +10.2% |
| 3M | -9.4% | -23.9% | +14.5% | -2.8% |
| 6M | +94.7% | -24.6% | +119.3% | +108.6% |
| YTD | +177.4% | -50.5% | +227.9% | +228.0% |
| 1Y | +412.6% | -39.8% | +452.4% | +463.9% |
| 3Y | +1,359.8% | -65.6% | +1,425.4% | +1,662.9% |
| All | +1,359.8% | -65.4% | +1,425.2% | +1,662.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling