-71.5%
STRL vs WAB
+6.3%
-77.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +1.3% |
| 7D | -26.9% | +1.4% | -28.3% | -27.7% |
| 30D | -52.7% | +0.4% | -53.1% | -52.4% |
| 3M | -52.8% | -3.8% | -49.0% | -50.3% |
| 6M | -71.5% | +5.1% | -76.6% | -72.4% |
| All | -71.5% | +6.3% | -77.7% | -72.4% |
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