+118.2%
WFC vs STLA
+12.4%
+105.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.5% |
| 7D | +0.9% | -4.9% | +5.8% | +2.6% |
| 30D | +3.3% | -4.9% | +8.2% | +4.5% |
| 3M | -1.4% | -23.7% | +22.2% | +6.7% |
| 6M | +14.7% | -45.0% | +59.7% | +37.7% |
| YTD | -5.9% | -60.9% | +55.0% | +24.3% |
| 1Y | +1.8% | -58.9% | +60.7% | +31.4% |
| 3Y | +124.9% | -74.4% | +199.3% | +228.7% |
| 5Y | +92.7% | -71.5% | +164.3% | +158.9% |
| 10Y | +118.2% | +5.3% | +113.0% | +98.5% |
| All | +118.2% | +12.4% | +105.9% | +98.5% |
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