+3,786.6%
STRL vs WAB
+269.8%
+3,516.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | +23.4% | +7.9% | +15.5% | +17.1% |
| 30D | -39.5% | +4.9% | -44.4% | -41.1% |
| 3M | -45.1% | +1.8% | -46.8% | -45.2% |
| 6M | -64.6% | +12.0% | -76.5% | -67.0% |
| YTD | -1.5% | +41.3% | -42.8% | -21.0% |
| 1Y | -20.8% | +43.8% | -64.6% | -37.1% |
| 3Y | +353.1% | +171.1% | +182.1% | +146.0% |
| 5Y | +942.9% | +217.7% | +725.1% | +411.1% |
| All | +3,786.6% | +269.8% | +3,516.8% | +1,472.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling