+185.2%
WY vs STLA
+263.8%
-78.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | -10.1% | -1.2% | -8.9% | -10.0% |
| 3M | -5.1% | -24.8% | +19.6% | +0.8% |
| 6M | -4.8% | -25.6% | +20.8% | +1.0% |
| YTD | -0.2% | -48.9% | +48.7% | +14.1% |
| 1Y | -6.6% | -38.8% | +32.1% | +1.3% |
| 3Y | -22.7% | -64.5% | +41.8% | -7.3% |
| 5Y | -22.2% | -62.4% | +40.2% | -10.0% |
| 10Y | +7.3% | +55.4% | -48.1% | -4.0% |
| All | +185.2% | +263.8% | -78.7% | +168.4% |
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