+7,301.3%
STRL vs GWW
+553.5%
+6,747.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +8.2% | -0.5% | +8.7% | +8.4% |
| 30D | -6.3% | -1.4% | -4.9% | -5.6% |
| 3M | -41.2% | -3.6% | -37.5% | -39.9% |
| 6M | +20.4% | +15.1% | +5.2% | +11.0% |
| YTD | +61.7% | +27.5% | +34.2% | +39.8% |
| 1Y | +72.7% | +29.6% | +43.1% | +48.0% |
| 3Y | +530.9% | +90.1% | +440.9% | +340.7% |
| 5Y | +2,125.4% | +222.6% | +1,902.8% | +1,049.0% |
| 10Y | +7,301.3% | +566.5% | +6,734.8% | +2,866.9% |
| All | +7,301.3% | +553.5% | +6,747.8% | +2,866.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling