+390.3%
WFC vs STLA
+168.9%
+221.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.9% |
| 7D | -1.3% | -11.6% | +10.3% | +1.7% |
| 30D | +3.6% | -6.2% | +9.8% | +4.9% |
| 3M | -1.3% | -24.6% | +23.3% | +4.8% |
| 6M | +18.0% | -44.9% | +62.9% | +34.4% |
| YTD | -5.9% | -62.3% | +56.4% | +15.8% |
| 1Y | +1.8% | -61.8% | +63.6% | +24.5% |
| 3Y | +125.0% | -75.3% | +200.3% | +196.5% |
| 5Y | +92.0% | -72.5% | +164.5% | +141.3% |
| 10Y | +117.9% | +0.8% | +117.2% | +109.4% |
| All | +390.3% | +168.9% | +221.4% | +338.0% |
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