+544.2%
WMT vs STLA
-4.1%
+548.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +2.0% | -13.8% | +15.8% | +3.3% |
| 30D | +10.3% | -10.5% | +20.8% | +11.2% |
| 3M | +11.0% | -28.9% | +39.8% | +13.8% |
| 6M | -2.3% | -49.7% | +47.4% | +2.8% |
| YTD | +15.7% | -64.9% | +80.6% | +24.9% |
| 1Y | +26.0% | -64.0% | +90.0% | +35.5% |
| 3Y | +136.5% | -77.4% | +213.9% | +160.3% |
| 5Y | +176.8% | -74.4% | +251.3% | +196.5% |
| All | +544.2% | -4.1% | +548.3% | +499.5% |
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 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