+68.5%
STRL vs WAT
+41.4%
+27.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.6% |
| 7D | +3.4% | -1.3% | +4.7% | +4.4% |
| 30D | -9.2% | +2.3% | -11.6% | -11.1% |
| 3M | -51.0% | +8.7% | -59.8% | -54.9% |
| 6M | +15.8% | +28.3% | -12.5% | -10.2% |
| YTD | +58.9% | +7.8% | +51.1% | +26.2% |
| 1Y | +68.5% | +36.6% | +31.9% | +28.1% |
| All | +68.5% | +41.4% | +27.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling