+7,282.2%
STRL vs WAT
+161.1%
+7,121.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.2% |
| 7D | +3.4% | -1.3% | +4.7% | +4.0% |
| 30D | -9.2% | +2.3% | -11.6% | -10.3% |
| 3M | -51.0% | +8.7% | -59.8% | -53.3% |
| 6M | +15.8% | +28.3% | -12.5% | +3.3% |
| YTD | +58.9% | +7.8% | +51.1% | +50.6% |
| 1Y | +68.5% | +36.6% | +31.9% | +44.5% |
| 3Y | +485.2% | +45.7% | +439.5% | +361.6% |
| 5Y | +2,005.1% | -3.3% | +2,008.4% | +1,865.5% |
| All | +7,282.2% | +161.1% | +7,121.2% | +4,232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling