+46.0%
WM vs STLA
-64.3%
+110.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.3% |
| 30D | -2.4% | -1.2% | -1.1% | -2.4% |
| 3M | +0.4% | -24.8% | +25.2% | +0.9% |
| 6M | -9.5% | -25.6% | +16.1% | -9.1% |
| YTD | +0.5% | -48.9% | +49.4% | +2.1% |
| 1Y | -1.1% | -38.8% | +37.7% | -0.8% |
| All | +46.0% | -64.3% | +110.3% | +51.0% |
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