+200.8%
WMB vs STLA
-74.6%
+275.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +7.8% | -13.8% | +21.6% | +9.4% |
| 30D | -5.1% | -10.5% | +5.4% | -4.3% |
| 3M | -4.7% | -28.9% | +24.1% | -1.6% |
| 6M | -7.4% | -49.7% | +42.3% | -0.5% |
| YTD | +17.5% | -64.9% | +82.4% | +31.6% |
| 1Y | +19.5% | -64.0% | +83.5% | +33.0% |
| 3Y | +121.3% | -77.4% | +198.7% | +162.0% |
| All | +200.8% | -74.6% | +275.4% | +230.1% |
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 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