+18,286.9%
STRL vs WAT
+12,102.7%
+6,184.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | -26.9% | -1.1% | -25.8% | -26.7% |
| 30D | -52.7% | +5.0% | -57.6% | -53.2% |
| 3M | -52.8% | +14.5% | -67.3% | -54.4% |
| 6M | -71.5% | +30.9% | -102.4% | -73.4% |
| YTD | -17.4% | +20.5% | -37.9% | -21.4% |
| 1Y | -35.0% | +23.3% | -58.2% | -38.3% |
| 3Y | +239.2% | +81.5% | +157.7% | +189.7% |
| 5Y | +830.2% | +33.4% | +796.8% | +743.1% |
| 10Y | +3,574.7% | +231.5% | +3,343.2% | +2,666.7% |
| All | +18,286.9% | +12,102.7% | +6,184.2% | +5,505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling