+126.7%
WFC vs STLA
-62.5%
+189.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.4% |
| 7D | +1.1% | +0.7% | +0.3% | +0.8% |
| 30D | +0.8% | -2.4% | +3.2% | +1.2% |
| 3M | +9.3% | -23.9% | +33.1% | +16.6% |
| 6M | +10.6% | -24.6% | +35.2% | +17.5% |
| YTD | -4.1% | -50.5% | +46.4% | +13.4% |
| 1Y | +13.6% | -39.8% | +53.4% | +23.8% |
| 3Y | +130.7% | -65.6% | +196.4% | +190.0% |
| 5Y | +126.7% | -62.1% | +188.8% | +160.3% |
| All | +126.7% | -62.5% | +189.2% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling