+937.9%
STRL vs WAB
+214.2%
+723.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.2% |
| 7D | +15.7% | +5.1% | +10.6% | +10.5% |
| 30D | -35.5% | +4.0% | -39.5% | -37.3% |
| 3M | -47.1% | +0.1% | -47.2% | -46.6% |
| 6M | -65.8% | +12.8% | -78.6% | -69.3% |
| YTD | -4.5% | +40.1% | -44.6% | -29.3% |
| 1Y | -10.5% | +46.4% | -56.8% | -36.4% |
| 3Y | +340.6% | +167.4% | +173.2% | +96.5% |
| All | +937.9% | +214.2% | +723.8% | +291.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling