+550.8%
WPM vs STLA
+46.8%
+504.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.3% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +17.7% | -5.2% | +22.9% | +18.2% |
| 3M | +39.4% | -24.9% | +64.3% | +43.1% |
| 6M | +6.4% | -25.2% | +31.6% | +9.4% |
| YTD | +34.0% | -51.4% | +85.4% | +41.7% |
| 1Y | +50.5% | -40.7% | +91.2% | +55.8% |
| 3Y | +280.3% | -66.3% | +346.6% | +310.6% |
| 5Y | +266.3% | -63.2% | +329.6% | +284.8% |
| 10Y | +550.8% | +48.7% | +502.1% | +641.1% |
| All | +550.8% | +46.8% | +504.0% | +641.1% |
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