+14,433.5%
STRL vs WAB
+4,319.4%
+10,114.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.1% | +9.8% | +12.8% |
| 7D | -13.3% | +4.0% | -17.3% | -14.4% |
| 30D | -43.3% | +4.5% | -47.8% | -44.1% |
| 3M | -46.9% | +2.3% | -49.2% | -47.0% |
| 6M | -65.6% | +12.5% | -78.1% | -66.9% |
| YTD | -5.1% | +40.2% | -45.3% | -15.9% |
| 1Y | -23.1% | +45.2% | -68.3% | -32.7% |
| 3Y | +346.8% | +171.8% | +175.0% | +212.4% |
| 5Y | +907.2% | +217.6% | +689.6% | +566.5% |
| 10Y | +3,988.2% | +285.3% | +3,702.9% | +2,349.4% |
| All | +14,433.5% | +4,319.4% | +10,114.1% | +5,522.1% |
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