+504.0%
STRL vs WAT
+46.1%
+457.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -53.2% |
| 6M | +15.8% | +28.3% | -12.5% | +2.7% |
| YTD | +58.9% | +7.8% | +51.1% | +46.7% |
| 1Y | +68.5% | +36.6% | +31.9% | +45.3% |
| All | +504.0% | +46.1% | +457.9% | +428.2% |
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 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