+1,367.7%
WWD vs STLA
+263.8%
+1,103.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +1.3% | +2.6% | -1.3% | +0.6% |
| 30D | -7.2% | -1.2% | -5.9% | -7.1% |
| 3M | -3.8% | -24.8% | +20.9% | +2.8% |
| 6M | -9.9% | -25.6% | +15.7% | -3.6% |
| YTD | +14.8% | -48.9% | +63.8% | +33.0% |
| 1Y | +42.1% | -38.8% | +80.8% | +55.3% |
| 3Y | +170.8% | -64.5% | +235.3% | +228.0% |
| 5Y | +197.5% | -62.4% | +259.9% | +245.7% |
| 10Y | +477.8% | +55.4% | +422.4% | +382.9% |
| All | +1,367.7% | +263.8% | +1,103.9% | +1,106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling