+59.7%
WM vs STLA
-70.1%
+129.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +1.2% | -4.5% | +5.7% | +1.4% |
| 30D | +13.1% | -3.9% | +17.0% | +13.2% |
| 3M | +3.6% | -20.2% | +23.8% | +4.5% |
| 6M | +8.1% | -42.2% | +50.2% | +10.5% |
| YTD | +8.9% | -59.3% | +68.2% | +13.3% |
| 1Y | +20.3% | -56.1% | +76.4% | +24.4% |
| 3Y | +46.2% | -73.7% | +119.8% | +56.6% |
| All | +59.7% | -70.1% | +129.8% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling