+2,230.3%
WDC vs STLA
+263.8%
+1,966.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.5% |
| 7D | +1.7% | +2.6% | -0.8% | +0.9% |
| 30D | -10.0% | -1.2% | -8.7% | -10.0% |
| 3M | -18.8% | -24.8% | +6.0% | -12.0% |
| 6M | +79.0% | -25.6% | +104.6% | +93.7% |
| YTD | +171.6% | -48.9% | +220.5% | +222.6% |
| 1Y | +417.4% | -38.8% | +456.2% | +476.7% |
| 3Y | +1,251.8% | -64.5% | +1,316.3% | +1,622.3% |
| 5Y | +911.7% | -62.4% | +974.1% | +1,146.6% |
| 10Y | +1,399.6% | +55.4% | +1,344.2% | +1,222.5% |
| All | +2,230.3% | +263.8% | +1,966.5% | +1,939.8% |
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