+346.8%
STRL vs GWW
+89.8%
+257.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.7% | +14.3% | +14.5% |
| 7D | -13.3% | +5.3% | -18.6% | -17.0% |
| 30D | -43.3% | +12.4% | -55.8% | -48.5% |
| 3M | -46.9% | +13.7% | -60.6% | -52.2% |
| 6M | -65.6% | +18.0% | -83.6% | -69.9% |
| YTD | -5.1% | +44.6% | -49.6% | -30.3% |
| 1Y | -23.1% | +53.1% | -76.2% | -46.2% |
| 3Y | +346.8% | +90.2% | +256.6% | +168.4% |
| All | +346.8% | +89.8% | +257.1% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling