+437.9%
WWD vs STLA
-4.1%
+442.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +4.0% | -13.8% | +17.7% | +9.2% |
| 30D | +0.4% | -10.5% | +10.9% | +3.5% |
| 3M | -7.9% | -28.9% | +20.9% | +2.1% |
| 6M | -10.6% | -49.7% | +39.1% | +11.1% |
| YTD | +9.4% | -64.9% | +74.3% | +50.6% |
| 1Y | +25.7% | -64.0% | +89.8% | +70.8% |
| 3Y | +148.5% | -77.4% | +226.0% | +275.7% |
| 5Y | +189.5% | -74.4% | +263.9% | +295.3% |
| All | +437.9% | -4.1% | +442.0% | +281.4% |
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