+428.1%
WMT vs STLA
+55.1%
+373.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +1.2% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | -7.4% | +0.9% | -8.4% | -7.5% |
| 3M | -10.9% | -21.6% | +10.8% | -9.2% |
| 6M | -12.7% | -21.6% | +8.9% | -11.3% |
| YTD | -3.2% | -50.4% | +47.2% | +1.8% |
| 1Y | +5.3% | -43.6% | +48.8% | +8.9% |
| 3Y | +101.9% | -66.4% | +168.3% | +115.1% |
| 5Y | +134.6% | -62.3% | +196.9% | +143.6% |
| All | +428.1% | +55.1% | +373.0% | +377.0% |
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