+1,335.2%
WWD vs STLA
+168.9%
+1,166.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.2% |
| 7D | +3.7% | -11.6% | +15.3% | +7.0% |
| 30D | +1.8% | -6.2% | +8.0% | +3.0% |
| 3M | -5.0% | -24.6% | +19.6% | +1.1% |
| 6M | -8.4% | -44.9% | +36.5% | +5.1% |
| YTD | +12.3% | -62.3% | +74.5% | +39.4% |
| 1Y | +26.2% | -61.8% | +88.1% | +55.9% |
| 3Y | +154.6% | -75.3% | +229.9% | +236.6% |
| 5Y | +195.3% | -72.5% | +267.8% | +269.4% |
| 10Y | +466.3% | +0.8% | +465.5% | +418.1% |
| All | +1,335.2% | +168.9% | +1,166.3% | +1,164.8% |
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