+336.4%
WM vs STLA
+18.3%
+318.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +1.2% | -4.5% | +5.7% | +1.6% |
| 30D | +13.1% | -3.9% | +17.0% | +13.3% |
| 3M | +3.6% | -20.2% | +23.8% | +5.6% |
| 6M | +8.1% | -42.2% | +50.2% | +13.7% |
| YTD | +8.9% | -59.3% | +68.2% | +18.4% |
| 1Y | +20.3% | -56.1% | +76.4% | +29.4% |
| 3Y | +46.2% | -73.7% | +119.8% | +64.8% |
| 5Y | +59.9% | -70.3% | +130.2% | +73.4% |
| All | +336.4% | +18.3% | +318.1% | +300.7% |
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 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