+7,178.3%
STRL vs WCC
+509.2%
+6,669.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +1.8% |
| 7D | +10.1% | +8.5% | +1.6% | +5.3% |
| 30D | -8.2% | -1.0% | -7.2% | -7.4% |
| 3M | -43.7% | +2.1% | -45.8% | -43.7% |
| 6M | +27.1% | +36.8% | -9.7% | +10.4% |
| YTD | +64.0% | +47.7% | +16.3% | +36.6% |
| 1Y | +75.2% | +66.5% | +8.6% | +37.1% |
| 3Y | +539.9% | +134.2% | +405.8% | +308.0% |
| 5Y | +2,133.0% | +231.6% | +1,901.4% | +1,015.8% |
| 10Y | +7,178.3% | +508.1% | +6,670.2% | +2,232.1% |
| All | +7,178.3% | +509.2% | +6,669.1% | +2,232.1% |
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