+952.5%
WMB vs STLA
+263.8%
+688.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | +3.3% | -1.2% | +4.5% | +3.3% |
| 3M | +3.1% | -24.8% | +27.9% | +9.0% |
| 6M | -0.7% | -25.6% | +24.9% | +4.4% |
| YTD | +25.2% | -48.9% | +74.1% | +41.6% |
| 1Y | +32.9% | -38.8% | +71.6% | +42.6% |
| 3Y | +140.6% | -64.5% | +205.1% | +182.9% |
| 5Y | +273.5% | -62.4% | +335.9% | +320.5% |
| 10Y | +334.2% | +55.4% | +278.8% | +239.9% |
| All | +952.5% | +263.8% | +688.7% | +696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling