+461.1%
WWD vs STLA
+12.4%
+448.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.6% |
| 7D | +0.4% | -4.9% | +5.3% | +2.1% |
| 30D | -0.4% | -4.9% | +4.5% | +0.7% |
| 3M | -6.1% | -23.7% | +17.6% | +1.7% |
| 6M | -9.5% | -45.0% | +35.4% | +9.0% |
| YTD | +10.8% | -60.9% | +71.7% | +46.9% |
| 1Y | +23.5% | -58.9% | +82.4% | +60.0% |
| 3Y | +151.3% | -74.4% | +225.7% | +262.9% |
| 5Y | +187.8% | -71.5% | +259.3% | +278.7% |
| 10Y | +461.1% | +5.3% | +455.8% | +339.0% |
| All | +461.1% | +12.4% | +448.7% | +339.0% |
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