+15.8%
STRL vs WAB
+8.3%
+7.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +4.8% |
| 7D | +3.4% | -3.2% | +6.6% | +7.8% |
| 30D | -9.2% | -4.4% | -4.8% | -3.7% |
| 3M | -51.0% | +7.9% | -58.9% | -56.5% |
| 6M | +15.8% | +8.7% | +7.1% | +2.6% |
| All | +15.8% | +8.3% | +7.5% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling