-10.5%
STRL vs GWW
+59.1%
-69.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | +15.7% | +3.6% | +12.1% | +14.7% |
| 30D | -35.5% | +12.1% | -47.6% | -37.8% |
| 3M | -47.1% | +12.9% | -60.0% | -49.3% |
| 6M | -65.8% | +19.3% | -85.1% | -67.6% |
| YTD | -4.5% | +48.7% | -53.2% | -15.8% |
| 1Y | -10.5% | +60.5% | -71.0% | -21.4% |
| All | -10.5% | +59.1% | -69.6% | -21.4% |
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