+61.9%
WM vs STLA
-74.6%
+136.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +3.2% | -13.8% | +17.0% | +3.7% |
| 30D | +13.0% | -10.5% | +23.6% | +13.4% |
| 3M | +9.2% | -28.9% | +38.1% | +10.5% |
| 6M | +13.6% | -49.7% | +63.4% | +16.7% |
| YTD | +12.4% | -64.9% | +77.3% | +17.5% |
| 1Y | +21.2% | -64.0% | +85.2% | +26.4% |
| 3Y | +48.7% | -77.4% | +126.1% | +60.1% |
| All | +61.9% | -74.6% | +136.4% | +69.6% |
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