+0.2%
WY vs STLA
-3.1%
+3.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +1.2% |
| 7D | -5.4% | -13.1% | +7.7% | -0.9% |
| 30D | +7.9% | -13.3% | +21.1% | +12.6% |
| 3M | -16.6% | -27.9% | +11.2% | -7.8% |
| 6M | -11.2% | -47.8% | +36.6% | +9.1% |
| YTD | -11.3% | -64.6% | +53.2% | +21.9% |
| 1Y | -5.5% | -64.0% | +58.5% | +28.5% |
| 3Y | -25.4% | -76.8% | +51.4% | +13.1% |
| 5Y | -32.4% | -74.2% | +41.8% | -6.3% |
| All | +0.2% | -3.1% | +3.3% | -21.5% |
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