+340.6%
STRL vs WAT
+82.3%
+258.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.8% |
| 7D | +15.7% | +0.6% | +15.1% | +15.5% |
| 30D | -35.5% | +5.4% | -40.9% | -36.8% |
| 3M | -47.1% | +11.3% | -58.4% | -49.8% |
| 6M | -65.8% | +37.4% | -103.2% | -70.9% |
| YTD | -4.5% | +21.2% | -25.7% | -17.0% |
| 1Y | -10.5% | +21.3% | -31.8% | -22.2% |
| 3Y | +340.6% | +83.4% | +257.2% | +221.7% |
| All | +340.6% | +82.3% | +258.3% | +221.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling