+945.8%
WMT vs STLA
+150.0%
+795.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +2.0% | -13.8% | +15.8% | +3.0% |
| 30D | +10.3% | -10.5% | +20.8% | +11.0% |
| 3M | +11.0% | -28.9% | +39.8% | +13.2% |
| 6M | -2.3% | -49.7% | +47.4% | +1.8% |
| YTD | +15.7% | -64.9% | +80.6% | +23.0% |
| 1Y | +26.0% | -64.0% | +90.0% | +33.5% |
| 3Y | +136.5% | -77.4% | +213.9% | +155.2% |
| 5Y | +176.8% | -74.4% | +251.3% | +193.1% |
| 10Y | +537.5% | -6.4% | +543.9% | +515.2% |
| All | +945.8% | +150.0% | +795.9% | +851.5% |
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