+3,988.2%
STRL vs WCC
+492.1%
+3,496.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.1% | +6.8% | +10.2% |
| 7D | -13.3% | -5.7% | -7.7% | -8.7% |
| 30D | -43.3% | -13.5% | -29.9% | -37.2% |
| 3M | -46.9% | -12.9% | -34.0% | -41.0% |
| 6M | -65.6% | -10.7% | -54.9% | -61.8% |
| YTD | -5.1% | +30.0% | -35.1% | -12.9% |
| 1Y | -23.1% | +24.7% | -47.8% | -27.6% |
| 3Y | +346.8% | +136.6% | +210.3% | +193.6% |
| 5Y | +907.2% | +143.9% | +763.3% | +510.7% |
| 10Y | +3,988.2% | +465.9% | +3,522.3% | +1,439.8% |
| All | +3,988.2% | +492.1% | +3,496.1% | +1,439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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