+411.1%
WFC vs STLA
+263.8%
+147.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +3.8% | +2.6% | +1.2% | +3.1% |
| 30D | +1.5% | -1.2% | +2.7% | +1.5% |
| 3M | +10.9% | -24.8% | +35.6% | +18.0% |
| 6M | +8.4% | -25.6% | +34.0% | +15.1% |
| YTD | -1.9% | -48.9% | +47.1% | +12.8% |
| 1Y | +12.3% | -38.8% | +51.1% | +21.8% |
| 3Y | +132.3% | -64.5% | +196.9% | +181.2% |
| 5Y | +130.1% | -62.4% | +192.5% | +169.3% |
| 10Y | +134.4% | +55.4% | +79.0% | +106.9% |
| All | +411.1% | +263.8% | +147.3% | +326.7% |
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