+1.9%
WY vs STLA
-4.1%
+6.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -0.8% | -13.8% | +13.0% | +4.2% |
| 30D | +10.1% | -10.5% | +20.6% | +13.8% |
| 3M | -15.4% | -28.9% | +13.5% | -6.0% |
| 6M | -8.3% | -49.7% | +41.4% | +14.1% |
| YTD | -9.8% | -64.9% | +55.1% | +24.4% |
| 1Y | -3.9% | -64.0% | +60.1% | +30.8% |
| 3Y | -23.3% | -77.4% | +54.1% | +17.5% |
| 5Y | -31.2% | -74.4% | +43.2% | -4.4% |
| All | +1.9% | -4.1% | +6.0% | -19.8% |
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 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