+774.8%
WMT vs STLA
+263.8%
+511.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +3.9% | +2.6% | +1.3% | +3.7% |
| 30D | -4.4% | -1.2% | -3.2% | -4.4% |
| 3M | -8.8% | -24.8% | +16.0% | -7.2% |
| 6M | -15.6% | -25.6% | +9.9% | -14.2% |
| YTD | -3.2% | -48.9% | +45.7% | +0.5% |
| 1Y | +7.0% | -38.8% | +45.8% | +9.4% |
| 3Y | +105.3% | -64.5% | +169.8% | +115.2% |
| 5Y | +129.3% | -62.4% | +191.7% | +137.0% |
| 10Y | +423.9% | +55.4% | +368.5% | +390.7% |
| All | +774.8% | +263.8% | +511.0% | +677.8% |
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