+4.4%
WY vs STLA
+51.6%
-47.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -3.7% | -3.8% | +0.1% | -2.4% |
| 30D | -11.3% | -3.1% | -8.2% | -10.6% |
| 3M | -8.1% | -19.6% | +11.5% | -1.8% |
| 6M | -7.4% | -23.5% | +16.0% | -0.2% |
| YTD | -4.7% | -51.5% | +46.8% | +18.2% |
| 1Y | -9.2% | -39.7% | +30.5% | +2.1% |
| 3Y | -24.7% | -66.3% | +41.6% | -0.1% |
| 5Y | -21.6% | -63.1% | +41.6% | -4.0% |
| All | +4.4% | +51.6% | -47.3% | -18.3% |
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