+276.3%
WPM vs STLA
-65.4%
+341.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.4% |
| 7D | +7.0% | +0.7% | +6.3% | +6.9% |
| 30D | +15.7% | -2.4% | +18.1% | +15.9% |
| 3M | +35.2% | -23.9% | +59.1% | +38.2% |
| 6M | +6.1% | -24.6% | +30.7% | +8.7% |
| YTD | +32.6% | -50.5% | +83.1% | +36.9% |
| 1Y | +46.9% | -39.8% | +86.7% | +49.6% |
| 3Y | +276.3% | -65.6% | +341.9% | +292.9% |
| All | +276.3% | -65.4% | +341.7% | +292.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling