+49.3%
WM vs STLA
-74.0%
+123.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.2% |
| 7D | +4.5% | -5.5% | +10.0% | +4.5% |
| 30D | +16.1% | -3.7% | +19.7% | +16.2% |
| 3M | +8.0% | -21.1% | +29.2% | +8.3% |
| 6M | +8.4% | -38.3% | +46.8% | +8.9% |
| YTD | +11.2% | -59.2% | +70.4% | +13.0% |
| 1Y | +22.3% | -56.7% | +79.0% | +23.9% |
| All | +49.3% | -74.0% | +123.2% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling