+388.5%
WFC vs STLA
+189.2%
+199.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +0.1% | -6.4% | +6.5% | +1.7% |
| 30D | +2.9% | -1.3% | +4.3% | +3.0% |
| 3M | -1.4% | -19.9% | +18.5% | +3.2% |
| 6M | +14.3% | -42.9% | +57.2% | +29.3% |
| YTD | -6.2% | -59.4% | +53.2% | +13.4% |
| 1Y | +1.6% | -56.8% | +58.4% | +20.5% |
| 3Y | +126.9% | -73.1% | +200.0% | +192.7% |
| 5Y | +94.0% | -70.1% | +164.0% | +138.9% |
| 10Y | +134.0% | +19.8% | +114.3% | +118.4% |
| All | +388.5% | +189.2% | +199.3% | +328.9% |
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