-24.4%
STRL vs WAT
+27.0%
-51.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.2% | +10.8% | +11.3% |
| 7D | -13.3% | +6.0% | -19.4% | -17.3% |
| 30D | -43.3% | +9.9% | -53.2% | -47.4% |
| 3M | -46.9% | +17.2% | -64.0% | -53.8% |
| 6M | -65.6% | +34.2% | -99.8% | -74.3% |
| YTD | -5.1% | +25.5% | -30.6% | -38.4% |
| All | -24.4% | +27.0% | -51.4% | -51.2% |
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