+18.7%
WM vs STLA
-59.6%
+78.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.1% |
| 7D | +1.2% | -4.9% | +6.1% | +0.9% |
| 30D | +13.7% | -4.9% | +18.6% | +13.7% |
| 3M | +5.2% | -23.7% | +28.9% | +4.3% |
| 6M | +11.2% | -45.0% | +56.1% | +8.7% |
| YTD | +9.4% | -60.9% | +70.3% | +6.9% |
| All | +18.7% | -59.6% | +78.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling