+711.3%
WPM vs STLA
-4.1%
+715.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | -13.8% | +10.2% | -1.8% |
| 30D | +1.4% | -10.5% | +12.0% | +2.7% |
| 3M | -0.2% | -28.9% | +28.7% | +3.7% |
| 6M | -7.3% | -49.7% | +42.4% | -0.1% |
| YTD | +12.3% | -64.9% | +77.3% | +24.3% |
| 1Y | +24.9% | -64.0% | +88.9% | +37.7% |
| 3Y | +210.4% | -77.4% | +287.8% | +255.2% |
| 5Y | +210.4% | -74.4% | +284.8% | +242.2% |
| All | +711.3% | -4.1% | +715.4% | +555.9% |
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