-25.9%
STRL vs GWW
+55.5%
-81.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.5% | -28.0% | -23.0% |
| 7D | -27.1% | +11.1% | -38.1% | -29.9% |
| 30D | -45.8% | +15.7% | -61.5% | -49.1% |
| 3M | -47.6% | +14.8% | -62.4% | -50.6% |
| 6M | -46.4% | +30.9% | -77.4% | -52.2% |
| YTD | -7.4% | +48.5% | -55.8% | -23.3% |
| 1Y | -25.9% | +57.1% | -83.0% | -39.7% |
| All | -25.9% | +55.5% | -81.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling