+19,359.6%
STRL vs GWW
+9,056.0%
+10,303.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.4% |
| 7D | +3.4% | +1.4% | +2.0% | +2.8% |
| 30D | -9.2% | +3.3% | -12.5% | -10.4% |
| 3M | -51.0% | +2.9% | -54.0% | -51.6% |
| 6M | +15.8% | +15.8% | 0.0% | +9.3% |
| YTD | +58.9% | +32.0% | +26.8% | +41.8% |
| 1Y | +68.5% | +29.9% | +38.6% | +51.5% |
| 3Y | +485.2% | +91.1% | +394.1% | +355.8% |
| 5Y | +2,005.1% | +223.9% | +1,781.2% | +1,232.8% |
| 10Y | +7,118.0% | +567.0% | +6,550.9% | +3,394.9% |
| All | +19,359.6% | +9,056.0% | +10,303.6% | +7,408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling