+24,224.5%
STRL vs WAB
+4,092.2%
+20,132.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.4% |
| 7D | +3.4% | -3.2% | +6.6% | +4.8% |
| 30D | -9.2% | -4.4% | -4.8% | -7.4% |
| 3M | -51.0% | +7.9% | -58.9% | -52.5% |
| 6M | +15.8% | +8.7% | +7.1% | +13.0% |
| YTD | +58.9% | +33.0% | +25.9% | +43.0% |
| 1Y | +68.5% | +46.7% | +21.9% | +46.4% |
| 3Y | +485.2% | +153.0% | +332.2% | +319.1% |
| 5Y | +2,005.1% | +222.3% | +1,782.8% | +1,281.6% |
| 10Y | +7,118.0% | +291.0% | +6,827.0% | +4,203.0% |
| All | +24,224.5% | +4,092.2% | +20,132.3% | +9,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling