+1,215.4%
WDC vs STLA
+189.9%
+1,025.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -28.0% | -4.5% | -23.4% | -26.9% |
| 30D | -34.9% | -3.9% | -31.0% | -34.3% |
| 3M | -41.6% | -20.2% | -21.4% | -38.1% |
| 6M | -45.4% | -42.2% | -3.2% | -36.4% |
| YTD | +53.3% | -59.3% | +112.6% | +94.1% |
| 1Y | +61.5% | -56.1% | +117.6% | +99.3% |
| 3Y | +712.3% | -73.7% | +786.0% | +1,029.6% |
| 5Y | +524.2% | -70.3% | +594.5% | +722.5% |
| 10Y | +616.5% | +23.1% | +593.4% | +574.4% |
| All | +1,215.4% | +189.9% | +1,025.5% | +1,127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling