+12,054.0%
STRL vs GWW
+10,193.9%
+1,860.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.6% |
| 7D | +7.1% | 0.0% | +7.1% | +7.3% |
| 30D | -39.4% | +14.0% | -53.3% | -42.9% |
| 3M | -43.0% | +14.4% | -57.3% | -46.4% |
| 6M | -65.0% | +21.7% | -86.7% | -67.9% |
| YTD | -0.8% | +48.4% | -49.2% | -16.2% |
| 1Y | -20.3% | +58.4% | -78.7% | -34.5% |
| 3Y | +356.5% | +92.3% | +264.2% | +250.9% |
| 5Y | +952.8% | +221.8% | +731.0% | +560.6% |
| 10Y | +3,877.1% | +657.6% | +3,219.5% | +1,714.5% |
| All | +12,054.0% | +10,193.9% | +1,860.1% | +4,335.0% |
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