+1,311.3%
WWD vs STLA
+189.2%
+1,122.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +4.2% | -6.4% | +10.5% | +5.8% |
| 30D | -0.8% | -1.3% | +0.6% | -0.9% |
| 3M | -8.2% | -19.9% | +11.7% | -3.7% |
| 6M | -9.8% | -42.9% | +33.0% | +2.6% |
| YTD | +10.4% | -59.4% | +69.8% | +34.7% |
| 1Y | +25.5% | -56.8% | +82.3% | +50.2% |
| 3Y | +155.8% | -73.1% | +228.9% | +230.8% |
| 5Y | +187.3% | -70.1% | +257.4% | +252.0% |
| 10Y | +462.7% | +19.8% | +442.9% | +398.2% |
| All | +1,311.3% | +189.2% | +1,122.1% | +1,121.8% |
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