+302.1%
WMB vs STLA
+48.0%
+254.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.3% | +3.0% |
| 7D | +0.8% | +0.7% | 0.0% | +0.5% |
| 30D | +7.7% | -2.4% | +10.1% | +8.0% |
| 3M | +6.7% | -23.9% | +30.6% | +13.2% |
| 6M | +3.6% | -24.6% | +28.3% | +9.1% |
| YTD | +28.0% | -50.5% | +78.5% | +48.7% |
| 1Y | +37.6% | -39.8% | +77.5% | +49.4% |
| 3Y | +149.0% | -65.6% | +214.7% | +203.1% |
| 5Y | +285.3% | -62.1% | +347.4% | +335.4% |
| 10Y | +302.1% | +47.8% | +254.3% | +184.8% |
| All | +302.1% | +48.0% | +254.1% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling