+495.3%
WWD vs STLA
+46.8%
+448.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | -5.1% | -5.2% | +0.1% | -3.6% |
| 3M | -11.2% | -24.9% | +13.6% | -2.9% |
| 6M | -12.0% | -25.2% | +13.1% | -4.0% |
| YTD | +12.0% | -51.4% | +63.4% | +38.8% |
| 1Y | +42.8% | -40.7% | +83.5% | +61.7% |
| 3Y | +168.9% | -66.3% | +235.2% | +252.5% |
| 5Y | +192.2% | -63.2% | +255.4% | +252.4% |
| 10Y | +495.3% | +48.7% | +446.5% | +323.2% |
| All | +495.3% | +46.8% | +448.5% | +323.2% |
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