-24.4%
STRL vs WAB
+45.2%
-69.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.1% | +9.8% | +8.0% |
| 7D | -13.3% | +4.0% | -17.3% | -17.0% |
| 30D | -43.3% | +4.5% | -47.8% | -45.9% |
| 3M | -46.9% | +2.3% | -49.2% | -47.8% |
| 6M | -65.6% | +12.5% | -78.1% | -70.4% |
| YTD | -5.1% | +40.2% | -45.3% | -36.1% |
| All | -24.4% | +45.2% | -69.6% | -49.9% |
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