+2,133.0%
STRL vs GWW
+222.6%
+1,910.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +5.0% |
| 7D | +10.1% | -1.5% | +11.6% | +11.1% |
| 30D | -8.2% | +1.1% | -9.3% | -9.0% |
| 3M | -43.7% | -1.0% | -42.7% | -43.4% |
| 6M | +27.1% | +16.3% | +10.8% | +15.2% |
| YTD | +64.0% | +28.5% | +35.5% | +38.3% |
| 1Y | +75.2% | +30.3% | +44.9% | +46.4% |
| 3Y | +539.9% | +91.6% | +448.3% | +332.7% |
| 5Y | +2,133.0% | +224.0% | +1,909.0% | +1,017.0% |
| All | +2,133.0% | +222.6% | +1,910.4% | +1,017.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling