+757.8%
WPM vs STLA
+0.5%
+757.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.3% |
| 7D | +3.1% | -11.6% | +14.7% | +4.6% |
| 30D | -1.8% | -6.2% | +4.3% | -1.1% |
| 3M | +1.0% | -24.6% | +25.6% | +4.1% |
| 6M | -5.4% | -44.9% | +39.5% | +0.7% |
| YTD | +15.9% | -62.3% | +78.1% | +27.0% |
| 1Y | +30.8% | -61.8% | +92.6% | +43.0% |
| 3Y | +222.6% | -75.3% | +298.0% | +264.6% |
| 5Y | +227.4% | -72.5% | +299.9% | +257.4% |
| 10Y | +757.8% | +0.8% | +757.1% | +702.7% |
| All | +757.8% | +0.5% | +757.3% | +702.7% |
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