-25.9%
STRL vs WAT
+32.9%
-58.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.7% | -23.1% | -22.8% |
| 7D | -27.1% | -1.9% | -25.1% | -26.0% |
| 30D | -45.8% | +6.2% | -52.0% | -48.6% |
| 3M | -47.6% | +18.1% | -65.7% | -55.2% |
| 6M | -46.4% | +54.9% | -101.3% | -65.3% |
| YTD | -7.4% | +23.1% | -30.5% | -39.2% |
| 1Y | -25.9% | +27.3% | -53.1% | -53.5% |
| All | -25.9% | +32.9% | -58.8% | -53.5% |
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