-25.9%
STRL vs WAB
+46.5%
-72.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.1% | -22.5% | -22.8% |
| 7D | -27.1% | +4.5% | -31.6% | -31.3% |
| 30D | -45.8% | +1.1% | -46.9% | -46.5% |
| 3M | -47.6% | -1.3% | -46.4% | -46.8% |
| 6M | -46.4% | +12.7% | -59.2% | -54.2% |
| YTD | -7.4% | +38.7% | -46.0% | -38.1% |
| 1Y | -25.9% | +44.9% | -70.8% | -53.0% |
| All | -25.9% | +46.5% | -72.4% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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